Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:64.37% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.7419 | 9.91 | |
| 0.1426 | 10.41 | |
| 0.8591 | 65.95 | |
| 4.8379 | 3.72 |
Estimation Period:
Jan 2, 2018 to Jan 2, 2026
Jan 2, 2018 to Jan 2, 2026
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