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	param	t-stat
$ω$	1.3078	6.78
$α$	0.0393	7.60
$β$	0.9538	161.20
$γ_{1}$	0.0025	2.30

V-Lab

Bloomberg US Treasury Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:3.69% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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