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	param	t-stat
$ω$	1.7916	3.60
$α$	0.4230	4.95
$β$	0.1114	1.51
$γ_{1}$	2.7983	3.76
$γ_{2}$	-3.7059	-3.24
$γ_{3}$	1.7549	2.23
$γ_{4}$	-2.5249	-3.26
$γ_{5}$	3.1360	3.30
$γ_{6}$	-2.5345	-3.06
$γ_{7}$	2.3459	3.29
$γ_{8}$	-1.7957	-2.20

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:23.27% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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