Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
-0.00%
decreased by 8.88%
1 Week
1.28%
decreased by 7.60%
1 Month
1.81%
decreased by 7.07%
Analysis last updated: Saturday, May 23, 2026 at 01:56 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 4.3180 | 40.05 | |
| 0.7084 | 39.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 31, 2000 to Apr 4, 2025
Aug 31, 2000 to Apr 4, 2025
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