V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:64.53% (-3.85%)
Analysis last updated: Thursday, May 9, 2024 at 11:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2036 | 24.11 | |
| 0.6434 | 45.46 | |
| -0.0740 | -5.74 | |
| 10.0000 | 0.67 | |
| 0.6076 | 0.71 | |
| 0.0918 | 0.07 |
Estimation Period:
Jan 2, 2004 to May 3, 2024
Jan 2, 2004 to May 3, 2024
News Impact Curve
Volatility Forecasts
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