Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:81.43% (-4.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7540 | 11.92 | |
| 0.1298 | 11.68 | |
| 0.7597 | 38.46 |
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 GARCH Analyses on Volatility Indices