Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:5.26% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6204 | 9.37 | |
| 0.0550 | 5.78 | |
| 0.9311 | 84.90 | |
| -0.0021 | -4.49 |
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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