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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0003	11.04***
α ARCH Response to squared shocks	0.0525	22.63***
β GARCH Volatility persistence	0.9434	615.82***
γ leverage Additional response to negative shocks	0.0082	1.90*

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

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