7Y US Treasury CMT 7 Year GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:17.24% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 4.28 | |
| 0.0198 | 17.06 | |
| 0.9626 | 1,010.06 | |
| 0.0352 | 14.41 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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