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Bloomberg US Intermediate Credit Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:5.40% (+4.27%)
Analysis last updated: Friday, February 6, 2026 at 08:56 PM UTC
Date Range:

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graph of Bloomberg US Intermediate Credit Bond Index Total Return Value Unhedged USD MF2-GARCH
paramt-stat
m31
α0.70687,067,550.00
β0.0432432,450.00
γ0.50005,000,000.00
λ10.580011.09
λ20.942310.19
λ30.00000.00
Estimation Period:
Jun 28, 1991 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts