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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7038	4.97***
α ARCH Response to squared shocks	0.0644	6.18***
β GARCH Volatility persistence	0.9035	63.67***

γ₁	0.3059	4.70***
γ₂	-0.4710	-4.96***
γ₃	0.2305	4.24***
γ₄	-0.1265	-2.76***
γ₅	0.0965	2.10**
γ₆	-0.0769	-1.69*
γ₇	0.1573	2.93***
γ₈	-0.3313	-3.87***

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

Date Range:

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