Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:68.53% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.2352 | 9.73 | |
| 0.1431 | 10.37 | |
| 0.8541 | 61.76 | |
| 4.6911 | 3.83 |
Estimation Period:
Jan 2, 2018 to Jan 30, 2026
Jan 2, 2018 to Jan 30, 2026
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