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Parameter	Value	t-statistic
ω const Unconditional variance weight	31.9869	9.87***
α ARCH Response to squared shocks	0.1440	10.69***
β GARCH Volatility persistence	0.8593	63.58***
ν DF Student-t tail thickness	4.8117	3.84***

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Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses