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Bloomberg US Long Treasury Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.99% (+0.54%)
Analysis last updated: Friday, February 13, 2026 at 08:56 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Bloomberg US Long Treasury Bond Index Total Return Value Unhedged USD SGARCH
paramt-stat
ω0.92056.97
α0.03917.34
β0.9526157.09
γ10.00182.04
Estimation Period:
Feb 28, 1994 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts