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Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.22% (+0.10%)
Analysis last updated: Friday, February 13, 2026 at 08:57 PM UTC
Date Range:

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to

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graph of Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP GAS-GARCH-T
paramt-stat
ω0.21098.42
α0.037236.50
β0.99652,730.11
ν10.36223.98
Estimation Period:
Aug 1, 2003 to Apr 4, 2025