Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:82.17% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3481 | 10.69 | |
| 0.1128 | 21.25 | |
| 0.8275 | 79.29 | |
| -0.9923 | -48.36 | |
| 0.7028 | 13.46 |
Estimation Period:
Jan 2, 2018 to Jan 30, 2026
Jan 2, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses
Other APARCH Analyses on Volatility Indices