Skip to main content
V-Lab

Bloomberg US MBS Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.00% (-0.14%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bloomberg US MBS Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.09288.98
α0.068574.97
β0.99845,737.74
ν6.573821.69
Estimation Period:
Jan 1, 1990 to Apr 4, 2025