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	param	t-stat
$ω$	1.0643	5.58
$α$	0.1417	3.76
$β$	0.7214	12.78
$γ_{1}$	0.1310	1.23
$γ_{2}$	-0.2437	-1.39
$γ_{3}$	0.1651	1.55

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