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	param	t-stat
$ω$	0.6828	3.95
$α$	0.0698	7.84
$β$	0.9155	85.81
$γ_{1}$	-0.0077	-1.41
$γ_{2}$	0.0276	2.91

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:6.96% (-0.15%)

Date Range:

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News Impact Curve

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