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Parameter	Value	t-statistic
ω const Unconditional variance weight	32.1280	9.78***
α ARCH Response to squared shocks	0.1444	10.71***
β GARCH Volatility persistence	0.8604	63.67***
ν DF Student-t tail thickness	4.8034	3.86***

V-Lab

Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses