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V-Lab

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

Volatility prediction for Friday, May 22nd, 2026

1 Day

0.91%

decreased by 0.03%

1 Week

0.97%

increased by 0.03%

1 Month

1.14%

increased by 0.20%

Analysis last updated: Saturday, May 23, 2026 at 01:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.00038.00
α0.132612.41
β0.859499.39
γ-0.0273-2.33
Estimation Period:
Nov 2, 2016 to Apr 4, 2025