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Bloomberg US Intermediate Credit Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:2.41% (+0.25%)
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 SGARCH
paramt-stat
ω1.17338.08
α0.05017.94
β0.9384121.18
γ1-0.0044-2.44
γ20.01193.21
Estimation Period:
Jun 28, 1991 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts