V-Lab
Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:66.13% (-5.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.1078 | 9.57 | |
| 0.1438 | 10.06 | |
| 0.8530 | 59.63 | |
| 4.7073 | 3.74 |
Estimation Period:
Jan 2, 2018 to Jun 27, 2025
Jan 2, 2018 to Jun 27, 2025
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