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Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:4.45% (+0.25%)
Analysis last updated: Friday, February 6, 2026 at 08:57 PM UTC
Date Range:

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to

6M ·

1Y ·

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graph of Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP AGARCH
paramt-stat
ω0.001010.47
α0.049324.46
β0.9470478.76
γ-0.0263-2.49
Estimation Period:
Aug 1, 2003 to Apr 4, 2025
Impact of return on volatility tomorrow
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