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Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.93% (-0.01%)
Analysis last updated: Friday, February 13, 2026 at 08:56 PM UTC
Date Range:

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graph of Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY APARCH
paramt-stat
ω0.00094.41
α0.107714.14
β0.8876119.11
γ-0.0602-1.76
δ1.479620.54
Estimation Period:
Nov 2, 2016 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts