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	param	t-stat
$m$	81
$α$	0.2322	21.87
$β$	0.7316	47.40
$γ$	-0.2264	-23.03
$λ_{1}$	10.0000	0.11
$λ_{2}$	0.2096	0.12
$λ_{3}$	0.4773	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