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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0082	5.31***
α ARCH Response to squared shocks	0.1132	15.30***
β GARCH Volatility persistence	0.9506	101.70***
ν DF Student-t tail thickness	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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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