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, March 27th, 2026
1 Day
0.48%
decreased by 4.57%
1 Week
0.49%
decreased by 4.56%
1 Month
0.51%
decreased by 4.54%
Analysis last updated: Monday, March 30, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.0065 | 5,525.60 | |
| 0.2997 | 299,693.00 | |
| 0.0004 | 20.71 |
Estimation Period:
Jan 15, 2001 to Apr 4, 2025
Jan 15, 2001 to Apr 4, 2025
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