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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0002	12.89***
α ARCH Response to squared shocks	0.0540	18.85***
β GARCH Volatility persistence	0.9283	441.00***
γ leverage Additional response to negative shocks	0.0314	5.94***

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Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY GJR-GARCH Volatility Analysis

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