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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4265	2.56**
α ARCH Response to squared shocks	0.1055	8.39***
β GARCH Volatility persistence	0.8871	69.85***

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Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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