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	param	t-stat
$ω$	1.0521	5.54
$α$	0.1409	3.82
$β$	0.7275	13.29
$γ_{1}$	0.1123	1.11
$γ_{2}$	-0.2107	-1.26
$γ_{3}$	0.1444	1.39

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