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	param	t-stat
$m$	76
$α$	0.2493	19.85
$β$	0.7290	36.72
$γ$	-0.2463	-24.33
$λ_{1}$	2.9708	0.56
$λ_{2}$	0.0497	0.47
$λ_{3}$	0.8577	3.32

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