Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:87.81% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3482 | 8.65 | |
| 0.1602 | 13.72 | |
| 0.8986 | 98.18 | |
| 0.1693 | 13.99 |
Estimation Period:
Jan 2, 2018 to Jan 30, 2026
Jan 2, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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