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	param	t-stat
$m$	81
$α$	0.2288	21.76
$β$	0.7348	47.81
$γ$	-0.2231	-22.80
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.1984	0.11
$λ_{3}$	0.4852	0.10

V-Lab

Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses