V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:77.67% (-4.76%)
Analysis last updated: Tuesday, April 30, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1930 | 12.73 | |
| 0.2541 | 24.00 | |
| 0.9479 | 221.53 | |
| 0.0793 | 8.52 |
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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