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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%)
Analysis last updated: Friday, February 13, 2026 at 08:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY EGARCH
paramt-stat
ω-0.1156-4.77
α0.164516.75
β0.9736177.53
γ0.01121.69
Estimation Period:
Nov 2, 2016 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts