Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.93% (-6.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3504 | 10.64 | |
| 0.1137 | 21.10 | |
| 0.8252 | 78.55 | |
| -0.9877 | -43.53 | |
| 0.6995 | 13.35 |
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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