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	param	t-stat
$ω$	0.9102	10.48
$α$	0.1691	4.96
$β$	0.5239	6.19
$γ_{1}$	-0.0143	-0.70
$γ_{2}$	0.0126	0.38
$γ_{3}$	0.0421	1.15

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CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index Spline-GARCH 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