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	param	t-stat
$ω$	0.0003	8.29
$α$	0.1260	15.73
$β$	0.8483	88.16
$γ$	-0.0054	-1.46

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Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:0.83% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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