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	param	t-stat
$ω$	1.7763	3.58
$α$	0.4247	4.95
$β$	0.1114	1.51
$γ_{1}$	2.7585	3.71
$γ_{2}$	-3.6440	-3.19
$γ_{3}$	1.7176	2.19
$γ_{4}$	-2.5030	-3.24
$γ_{5}$	3.1324	3.31
$γ_{6}$	-2.5590	-3.17
$γ_{7}$	2.4286	3.86
$γ_{8}$	-2.0301	-5.22

V-Lab

Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:1.56% (+0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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