V-Lab
Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:80.00% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.4631 | 9.61 | |
| 0.1446 | 9.88 | |
| 0.8490 | 57.79 | |
| 4.6941 | 3.70 |
Estimation Period:
Jan 2, 2018 to May 30, 2025
Jan 2, 2018 to May 30, 2025
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