7Y US Treasury CMT 7 Year Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.88% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0846 | 4.30 | |
| 0.0484 | 10.46 | |
| 0.9511 | 202.83 | |
| -0.0014 | -0.99 |
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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