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Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.52% (+0.76%)
Analysis last updated: Friday, February 13, 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 S0GARCH
paramt-stat
ω0.81117.23
α0.04097.65
β0.9516165.00
γ1-0.0005-1.74
Estimation Period:
Feb 28, 1994 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts