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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 4.41 | |
| 0.1077 | 14.14 | |
| 0.8876 | 119.11 | |
| -0.0602 | -1.76 | |
| 1.4796 | 20.54 |
Estimation Period:
Nov 2, 2016 to Apr 4, 2025
Nov 2, 2016 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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