Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
103.20%
decreased by 8.93%
1 Week
100.12%
decreased by 12.01%
1 Month
94.42%
decreased by 17.71%
Analysis last updated: Friday, April 10, 2026 at 11:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 32.0368 | 9.50 | |
| 0.1448 | 10.57 | |
| 0.8605 | 63.00 | |
| 4.7225 | 3.88 |
Estimation Period:
Jan 2, 2018 to Apr 2, 2026
Jan 2, 2018 to Apr 2, 2026
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