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	param	t-stat
$ω$	5.1165	24.08
$α$	0.1592	23.73
$β$	0.6038	53.39
$γ$	-2.2026	-14.49

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CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index Analyses