Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:72.15% (-4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.2809 | 9.76 | |
| 0.1447 | 10.31 | |
| 0.8569 | 63.60 | |
| 4.7879 | 3.78 |
Estimation Period:
Jan 2, 2018 to Oct 31, 2025
Jan 2, 2018 to Oct 31, 2025
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