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	param	t-stat
$ω$	1.2125	6.30
$α$	0.0390	7.81
$β$	0.9554	173.45
$γ_{1}$	0.0004	1.34

V-Lab

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

Volatility Prediction for Friday, January 23rd, 2026:2.89% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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