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	param	t-stat
$ω$	0.0098	12.89
$α$	0.0436	21.94
$β$	0.9277	486.21
$γ$	0.0575	13.32

V-Lab

1Y US Treasury CMT 1 Year GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:13.89% (+0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 1Y US Treasury CMT 1 Year Analyses