7Y US Treasury 7 Year Zero Coupon Yield Continuously Compounded GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.55% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 11.15 | |
| 0.0452 | 38.65 | |
| 0.9547 | 850.13 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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