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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 8.00 | |
| 0.1326 | 12.41 | |
| 0.8594 | 99.39 | |
| -0.0273 | -2.33 |
Estimation Period:
Nov 2, 2016 to Apr 4, 2025
Nov 2, 2016 to Apr 4, 2025
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