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Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.38% (+2.22%)
Analysis last updated: Friday, February 6, 2026 at 08:56 PM UTC
Date Range:

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graph of Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD AGARCH
paramt-stat
ω0.00277.81
α0.037931.08
β0.9572764.55
γ-0.1106-5.16
Estimation Period:
Feb 28, 1994 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts