Bloomberg US Treasury Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:3.02% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1055 | 6.66 | |
| 0.0369 | 40.52 | |
| 0.9963 | 1,723.68 | |
| 8.9226 | 4.90 |
Estimation Period:
Feb 28, 1994 to Apr 4, 2025
Feb 28, 1994 to Apr 4, 2025
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