7Y US Treasury 7 Year Zero Coupon Yield Continuously Compounded GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.52% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 3.93 | |
| 0.0186 | 16.74 | |
| 0.9640 | 1,016.83 | |
| 0.0348 | 14.35 |
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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