Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.38% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 7.81 | |
| 0.0379 | 31.08 | |
| 0.9572 | 764.55 | |
| -0.1106 | -5.16 |
Estimation Period:
Feb 28, 1994 to Apr 4, 2025
Feb 28, 1994 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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