20Y US Treasury 20 Year Zero Coupon Yield Continuously Compounded MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.80%
decreased by 0.15%
1 Week
12.97%
increased by 0.02%
1 Month
13.37%
increased by 0.42%
Analysis last updated: Wednesday, June 17, 2026 at 03:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0189 | 19.62 | |
| 0.9514 | 648.13 | |
| 0.0297 | 18.20 | |
| 0.0628 | 24.85 | |
| 0.9721 | 88.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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