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CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index Asy. Power MEM Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 16, 2020 at 05:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index APMEM
paramt-stat
ω1.00007.59
α0.091712.42
β0.840580.19
γ-0.0711-2.02
δ1.504425.31
Estimation Period:
Jan 28, 2008 to May 15, 2020
Impact of return on volatility tomorrow
Volatility Forecasts