Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
80.76%
increased by 10.06%
1 Week
83.02%
increased by 12.32%
1 Month
86.88%
increased by 16.18%
Analysis last updated: Friday, July 3, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31.9337 | 9.74 | |
| 0.1432 | 10.75 | |
| 0.8605 | 63.40 | |
| 4.7710 | 3.88 |
Estimation Period:
Jan 2, 2018 to Jul 2, 2026
Jan 2, 2018 to Jul 2, 2026
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