Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.93% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6997 | 7.90 | |
| 0.0377 | 38.61 | |
| 0.9954 | 1,372.96 | |
| 10.7862 | 3.42 |
Estimation Period:
Feb 28, 1994 to Apr 4, 2025
Feb 28, 1994 to Apr 4, 2025
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