Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
119.81%
increased by 18.70%
1 Week
113.38%
increased by 12.27%
1 Month
100.92%
decreased by 0.19%
Analysis last updated: Friday, May 22, 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 | |
|---|---|---|
| 32.3303 | 9.45 | |
| 0.1450 | 10.68 | |
| 0.8612 | 62.00 | |
| 4.7220 | 3.94 |
Estimation Period:
Jan 2, 2018 to May 15, 2026
Jan 2, 2018 to May 15, 2026
Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices