Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.24% (+8.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7197 | 7,197,260.00 | |
| 0.0303 | 302,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0704 | 79.60 | |
| 0.9596 | 239,909.25 | |
| 0.0000 | 0.02 |
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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