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	param	t-stat
$ω$	0.0020	9.34
$α$	0.0428	16.14
$β$	0.9607	813.50
$γ$	-0.0136	-3.81

V-Lab

Bloomberg US Long Treasury Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:7.86% (+0.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg US Long Treasury Bond Index Total Return Value Unhedged USD Analyses