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Bloomberg US Corporate Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:3.73% (+0.24%)
Analysis last updated: Friday, February 6, 2026 at 08:56 PM UTC
Date Range:

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graph of Bloomberg US Corporate Bond Index Total Return Value Unhedged USD SGARCH
paramt-stat
ω1.15839.81
α0.04427.15
β0.9449133.44
γ10.00081.33
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts