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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0670	10.58***
α ARCH Response to squared shocks	0.0525	55.34***
β GARCH Volatility persistence	0.9972	2,505.57***
ν DF Student-t tail thickness	7.0866	17.13***

V-Lab

Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD GAS-GARCH Student T Volatility Analysis

Date Range:

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