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Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:3.24% (-0.16%)
Analysis last updated: Friday, February 20, 2026 at 08:37 PM UTC
Date Range:

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1Y ·

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graph of Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY GAS-GARCH-T
paramt-stat
ω0.02916.06
α0.083063.94
β0.99461,175.63
ν5.340818.06
Estimation Period:
Jun 30, 2000 to Apr 4, 2025