V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:68.07% (-2.85%)
Analysis last updated: Thursday, May 2, 2024 at 11:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.16 | |
| 0.1343 | 16.89 | |
| 0.8313 | 136.92 | |
| -0.2306 | -8.10 | |
| 1.7090 | 19.82 |
Estimation Period:
Jan 2, 2004 to Apr 26, 2024
Jan 2, 2004 to Apr 26, 2024
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