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{name} Model Equation

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Param	Value	t-stat
ωconst	1.1935	4.49***
αARCH	0.1197	2.07**
βGARCH	0.6991	8.89***

γ₁	-0.5280	-1.11
γ₂	2.9654	4.22***
γ₃	-3.6920	-6.81***
γ₄	1.0672	2.10**
γ₅	0.0521	0.14
γ₆	0.3196	1.52

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1935	4.49***
α ARCH Response to squared shocks	0.1197	2.07**
β GARCH Volatility persistence	0.6991	8.89***

γ₁	-0.5280	-1.11
γ₂	2.9654	4.22***
γ₃	-3.6920	-6.81***
γ₄	1.0672	2.10**
γ₅	0.0521	0.14
γ₆	0.3196	1.52

V-Lab

Bloomberg Short Treasury Total Return Index Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bloomberg Short Treasury Total Return Index Value Unhedged USD Analyses