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Bloomberg Global Aggregate Credit Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.09% (+0.05%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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graph of Bloomberg Global Aggregate Credit Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.11395.71
α0.037237.96
β0.99601,513.61
ν7.39875.52
Estimation Period:
Jan 15, 2001 to Apr 4, 2025