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	param	t-stat
$ω$	1.4265	2.56
$α$	0.1055	8.39
$β$	0.8871	69.85
$γ_{1}$	0.0001	0.19

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

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News Impact Curve

Volatility Forecast

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