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V-Lab

Bloomberg Global Aggregate Corporate 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 8.16%

1 Week

0.24%

decreased by 7.92%

1 Month

0.31%

decreased by 7.85%

Analysis last updated: Saturday, May 23, 2026 at 01:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bloomberg Global Aggregate Corporate Bond Index Total Return Value Unhedged USD MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m61
α0.75007,499,900.00
β0.0000100.00
γ0.50005,000,000.00
λ17.00655,525.60
λ20.2997299,693.00
λ30.000420.71
Estimation Period:
Jan 15, 2001 to Apr 4, 2025