Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:79.23% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.3390 | 9.59 | |
| 0.1435 | 10.37 | |
| 0.8597 | 63.72 | |
| 4.7617 | 3.80 |
Estimation Period:
Jan 2, 2018 to Oct 10, 2025
Jan 2, 2018 to Oct 10, 2025
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