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Bloomberg Global Aggregate Corporate Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:-0.00% (-2.62%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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graph of Bloomberg Global Aggregate Corporate Bond Index Total Return Value Unhedged USD MF2-GARCH
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
Impact of return on volatility tomorrow
Volatility Forecasts