Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
88.44%
increased by 0.60%
1 Week
88.77%
increased by 0.93%
1 Month
89.34%
increased by 1.50%
Analysis last updated: Friday, May 1, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31.9814 | 9.61 | |
| 0.1448 | 10.63 | |
| 0.8587 | 61.93 | |
| 4.7264 | 3.89 |
Estimation Period:
Jan 2, 2018 to Apr 24, 2026
Jan 2, 2018 to Apr 24, 2026
Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices