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	param	t-stat
$ω$	0.0082	5.31
$α$	0.1132	15.30
$β$	0.9506	101.70
$ν$	4.0922	6.97

V-Lab

Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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