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Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:4.19% (-0.06%)
Analysis last updated: Friday, February 6, 2026 at 08:57 PM UTC
Date Range:

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graph of Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP APARCH
paramt-stat
ω0.001111.24
α0.049825.27
β0.9479438.04
γ0.02661.55
δ1.923524.80
Estimation Period:
Aug 1, 2003 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts