Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
85.05%
decreased by 5.00%
1 Week
85.73%
decreased by 4.32%
1 Month
87.01%
decreased by 3.04%
Analysis last updated: Friday, April 10, 2026 at 11:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9111 | 10.62 | |
| 0.2051 | 8.39 | |
| 0.7704 | 58.86 | |
| -0.2051 | -9.11 |
Estimation Period:
Jan 2, 2018 to Apr 2, 2026
Jan 2, 2018 to Apr 2, 2026
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