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	param	t-stat
$ω$	1.4261	2.57
$α$	0.1055	8.42
$β$	0.8871	69.17
$γ_{1}$	0.0001	0.04

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:3.22% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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