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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8981	7.60***
α ARCH Response to squared shocks	0.1044	6.86***
β GARCH Volatility persistence	0.8708	52.88***

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Bloomberg EM Govt Inflation-Linked All Maturities Bond Index TR Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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