CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.08 | |
| 0.2342 | 15.82 | |
| 0.6521 | 48.59 | |
| -0.1818 | -9.07 |
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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