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{type} for {date}

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	param	t-stat
$m$	116
$α$	0.0189	19.62
$β$	0.9515	649.04
$γ$	0.0298	18.23
$λ_{1}$	0.0628	25.15
$λ_{2}$	0.9731	89.59
$λ_{3}$	0.0000	0.00

V-Lab

20Y US Treasury 20 Year Zero Coupon Yield Continuously Compounded MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:14.61% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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