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	param	t-stat
$ω$	1.1550	3.67
$α$	0.0500	10.17
$β$	0.9496	191.76
$γ_{1}$	-0.0009	-0.65

V-Lab

5Y US Treasury CMT 5 Year Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:18.65% (+0.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 5Y US Treasury CMT 5 Year Analyses