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Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:6.58% (-0.33%)
Analysis last updated: Friday, February 6, 2026 at 08:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY AGARCH
paramt-stat
ω0.00039.50
α0.087230.27
β0.9073317.67
γ0.042810.72
Estimation Period:
Jun 30, 2000 to Apr 4, 2025
Impact of return on volatility tomorrow
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