V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:67.35% (-2.77%)
Analysis last updated: Wednesday, May 1, 2024 at 11:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7516 | 13.02 | |
| 0.1448 | 23.32 | |
| 0.7994 | 97.25 | |
| -1.5773 | -9.83 |
Estimation Period:
Jan 2, 2004 to Apr 26, 2024
Jan 2, 2004 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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