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	param	t-stat
$ω$	0.0291	6.06
$α$	0.0830	63.94
$β$	0.9946	1,175.63
$ν$	5.3408	18.06

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Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:4.51% (+0.36%)

Date Range:

Parameter Estimates

Other Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY Analyses