Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:79.94% (+10.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.1477 | 10.02 | |
| 0.1450 | 10.33 | |
| 0.8477 | 60.32 | |
| 4.6990 | 3.81 |
Estimation Period:
Jan 2, 2018 to Feb 27, 2026
Jan 2, 2018 to Feb 27, 2026
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