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Bloomberg US Treasury Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.02% (-0.06%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Bloomberg US Treasury Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.10556.66
α0.036940.52
β0.99631,723.68
ν8.92264.90
Estimation Period:
Feb 28, 1994 to Apr 4, 2025