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	param	t-stat
$ω$	3.4067	10.41
$α$	0.1989	8.44
$β$	0.7853	65.59
$γ$	-0.1989	-9.22

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Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:71.54% (-1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses