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Bloomberg US Credit Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.64% (-0.02%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bloomberg US Credit Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.105610.80
α0.039735.60
β0.99211,254.27
ν9.26584.12
Estimation Period:
Jan 1, 1990 to Apr 4, 2025