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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9145	3.39***
α ARCH Response to squared shocks	0.0639	9.43***
β GARCH Volatility persistence	0.9324	126.36***

V-Lab

Bloomberg US Treasury Inflation-Linked Bond Index Total Return Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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