Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.35% (-3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6973 | 14.01 | |
| 0.1521 | 22.60 | |
| 0.6721 | 75.71 | |
| -3.7985 | -13.28 |
Estimation Period:
Jan 2, 2018 to Feb 6, 2026
Jan 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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