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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%)
Analysis last updated: Friday, February 6, 2026 at 08:57 PM UTC
Date Range:

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graph of Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP S0GARCH
paramt-stat
ω0.62049.37
α0.05505.78
β0.931184.90
γ1-0.0021-4.49
Estimation Period:
Aug 1, 2003 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts