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	param	t-stat
$ω$	-0.0055	-6.50
$α$	0.1081	19.62
$β$	0.9951	2,094.93
$γ$	-0.0036	-0.92

V-Lab

Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:4.22% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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