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	param	t-stat
$ω$	-0.1027	-15.64
$α$	0.2105	23.60
$β$	0.9718	636.41
$γ$	-0.0018	-0.13

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Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:3.03% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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