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Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.14% (+0.08%)
Analysis last updated: Friday, February 13, 2026 at 08:56 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 GJR-GARCH
paramt-stat
ω0.001112.80
α0.046216.23
β0.9474470.64
γ0.00540.93
Estimation Period:
Aug 1, 2003 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts