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Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.24% (+8.08%)
Analysis last updated: Friday, February 6, 2026 at 08:56 PM UTC
Date Range:

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to

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graph of Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD MF2-GARCH
paramt-stat
m31
α0.71977,197,260.00
β0.0303302,740.00
γ0.50005,000,000.00
λ10.070479.60
λ20.9596239,909.25
λ30.00000.02
Estimation Period:
Feb 28, 1994 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts