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	param	t-stat
$ω$	1.8497	1.42
$α$	0.1494	8.29
$β$	0.8490	48.06
$γ_{1}$	0.3686	0.44
$γ_{2}$	1.1631	0.87
$γ_{3}$	-2.7622	-2.55
$γ_{4}$	1.5367	2.29
$γ_{5}$	-0.5823	-1.82
$γ_{6}$	-0.0016	-0.01
$γ_{7}$	1.0678	6.67
$γ_{8}$	-1.8480	-6.10
$γ_{9}$	2.4402	5.26

V-Lab

1M US Treasury CMT 1 Month Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:12.38% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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