Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:77.01% (+8.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.1268 | 9.73 | |
| 0.1447 | 10.40 | |
| 0.8588 | 64.41 | |
| 4.7905 | 3.80 |
Estimation Period:
Jan 2, 2018 to Nov 14, 2025
Jan 2, 2018 to Nov 14, 2025
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