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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%)
Analysis last updated: Friday, February 13, 2026 at 08:56 PM UTC
Date Range:

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graph of Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.69977.90
α0.037738.61
β0.99541,372.96
ν10.78623.42
Estimation Period:
Feb 28, 1994 to Apr 4, 2025