10Y US Treasury CMT 10 Year Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.64% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0074 | 3.85 | |
| 0.0482 | 9.89 | |
| 0.9508 | 190.86 | |
| -0.0011 | -0.93 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other 10Y US Treasury CMT 10 Year Analyses
Other Spline-GARCH Analyses on Government Bonds