V-Lab
Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:60.78% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.9744 | 9.76 | |
| 0.1459 | 10.06 | |
| 0.8497 | 59.35 | |
| 4.7263 | 3.76 |
Estimation Period:
Jan 2, 2018 to Jul 25, 2025
Jan 2, 2018 to Jul 25, 2025
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