CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index Asy. Power MEM Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.59 | |
| 0.0917 | 12.42 | |
| 0.8405 | 80.19 | |
| -0.0711 | -2.02 | |
| 1.5044 | 25.31 |
Estimation Period:
Jan 28, 2008 to May 15, 2020
Jan 28, 2008 to May 15, 2020
News Impact Curve
Volatility Forecasts
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