30Y US Treasury 30 Year Zero Coupon Yield Continuously Compounded MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.98%
decreased by 0.26%
1 Week
13.01%
decreased by 0.23%
1 Month
13.50%
increased by 0.26%
Analysis last updated: Wednesday, June 17, 2026 at 03:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0350 | 12.96 | |
| 0.8807 | 172.42 | |
| 0.0283 | 8.76 | |
| 0.1373 | 0.45 | |
| 0.9248 | 0.46 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other 30Y US Treasury 30 Year Zero Coupon Yield Continuously Compounded Analyses
Other MF2-GARCH Analyses on Government Bonds