Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.94% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1156 | -4.77 | |
| 0.1645 | 16.75 | |
| 0.9736 | 177.53 | |
| 0.0112 | 1.69 |
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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