Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:83.02% (-11.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.9744 | 9.78 | |
| 0.1434 | 10.37 | |
| 0.8586 | 64.78 | |
| 4.7987 | 3.76 |
Estimation Period:
Jan 2, 2018 to Dec 5, 2025
Jan 2, 2018 to Dec 5, 2025
Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices