Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.52% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8111 | 7.23 | |
| 0.0409 | 7.65 | |
| 0.9516 | 165.00 | |
| -0.0005 | -1.74 |
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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