Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:4.45% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 10.47 | |
| 0.0493 | 24.46 | |
| 0.9470 | 478.76 | |
| -0.0263 | -2.49 |
Estimation Period:
Aug 1, 2003 to Apr 4, 2025
Aug 1, 2003 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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