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Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.56% (+0.10%)
Analysis last updated: Friday, February 13, 2026 at 08:56 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY MF2-GARCH
paramt-stat
m56
α0.88478,846,840.00
β0.0000100.00
γ0.23062,306,130.00
λ10.00556.04
λ20.437711.73
λ30.00000.00
Estimation Period:
Nov 2, 2016 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts