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	param	t-stat
$m$	76
$α$	0.2419	19.59
$β$	0.7292	35.51
$γ$	-0.2362	-22.74
$λ_{1}$	3.1744	0.53
$λ_{2}$	0.0574	0.46
$λ_{3}$	0.8435	2.84

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