2Y US Treasury CMT 2 Year Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.32% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2204 | 2.74 | |
| 0.0602 | 7.95 | |
| 0.9395 | 123.46 | |
| 0.0003 | 0.19 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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