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{type} for {date}

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	param	t-stat
$m$	86
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	10.0000	24.85
$λ_{2}$	0.3940	90.68
$λ_{3}$	0.6060	87.71

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Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:3.03% (-2.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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