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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Bloomberg Global Aggregate Corporate Total Return Index Hedged USD S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.90647.42
α0.04946.42
β0.9418117.69
γ1-0.0003-0.57
Estimation Period:
Jan 15, 2001 to Apr 4, 2025