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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0139	-10.06***
α ARCH Response to squared shocks	0.1367	31.25***
β GARCH Volatility persistence	0.9909	1,608.66***
γ leverage Additional response to negative shocks	-0.0087	-2.93***

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Bloomberg US Government Inflation-Linked Bond Index Total Return Unhedged USD EGARCH Volatility Analysis

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