V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:74.01% (-1.99%)
Analysis last updated: Monday, April 29, 2024 at 11:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9007 | 15.07 | |
| 0.1878 | 16.90 | |
| 0.8098 | 97.19 | |
| -0.0996 | -6.44 |
Estimation Period:
Jan 2, 2004 to Apr 26, 2024
Jan 2, 2004 to Apr 26, 2024
News Impact Curve
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