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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

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

Volatility Prediction for Friday, January 23rd, 2026:1.07% (-0.10%)

Date Range:

Parameter Estimates

Other Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY Analyses