Bloomberg Global Aggregate Corporate Total Return Index Hedged USD Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
4.11%
decreased by 0.10%
1 Week
4.11%
decreased by 0.10%
1 Month
4.10%
decreased by 0.11%
Analysis last updated: Saturday, May 23, 2026 at 01:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9064 | 7.42 | |
| 0.0494 | 6.42 | |
| 0.9418 | 117.69 | |
| -0.0003 | -0.57 |
Estimation Period:
Jan 15, 2001 to Apr 4, 2025
Jan 15, 2001 to Apr 4, 2025
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