Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.53% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.1276 | 9.81 | |
| 0.1439 | 10.36 | |
| 0.8521 | 61.47 | |
| 4.6869 | 3.84 |
Estimation Period:
Jan 2, 2018 to Feb 6, 2026
Jan 2, 2018 to Feb 6, 2026
Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices