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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 12.80 | |
| 0.0462 | 16.23 | |
| 0.9474 | 470.64 | |
| 0.0054 | 0.93 |
Estimation Period:
Aug 1, 2003 to Apr 4, 2025
Aug 1, 2003 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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