Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
112.21%
decreased by 20.47%
1 Week
0.00%
decreased by 112.21%
1 Month
0.00%
decreased by 112.21%
Analysis last updated: Friday, March 20, 2026 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.3685 | 10.00 | |
| 0.1450 | 10.31 | |
| 0.8490 | 60.68 | |
| 4.7224 | 3.78 |
Estimation Period:
Jan 2, 2018 to Mar 13, 2026
Jan 2, 2018 to Mar 13, 2026
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