CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index EGARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4168 | 13.22 | |
| 0.2106 | 20.45 | |
| 0.8695 | 92.82 | |
| 0.1270 | 13.06 |
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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