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	param	t-stat
$ω$	-0.0147	-13.50
$α$	0.0861	30.43
$β$	0.9936	2,169.42
$γ$	0.0110	4.39

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Bloomberg US Treasury Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:3.01% (+0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg US Treasury Bond Index Total Return Value Unhedged USD Analyses