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Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:5.53% (-0.04%)
Analysis last updated: Friday, February 6, 2026 at 08:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of Bloomberg Sterling Gilt Bond Index Total Return Value Unhedged GBP SGARCH
paramt-stat
ω0.64988.68
α0.05565.82
β0.929784.99
γ1-0.0006-0.36
Estimation Period:
Aug 1, 2003 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts