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	param	t-stat
$ω$	1.0180	4.54
$α$	0.1435	3.96
$β$	0.7102	12.99
$γ_{1}$	0.0242	0.08
$γ_{2}$	0.1682	0.35
$γ_{3}$	-0.5669	-1.29
$γ_{4}$	0.6647	1.75
$γ_{5}$	-0.3715	-1.64

V-Lab

Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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