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	param	t-stat
$ω$	-0.1156	-4.77
$α$	0.1645	16.75
$β$	0.9736	177.53
$γ$	0.0112	1.69

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

Volatility Prediction for Friday, February 20th, 2026:0.75% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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