Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
86.38%
decreased by 5.07%
1 Week
86.72%
decreased by 4.73%
1 Month
87.37%
decreased by 4.08%
Analysis last updated: Friday, May 1, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8352 | 10.74 | |
| 0.1968 | 8.45 | |
| 0.7766 | 61.33 | |
| -0.1968 | -9.19 |
Estimation Period:
Jan 2, 2018 to Apr 24, 2026
Jan 2, 2018 to Apr 24, 2026
Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses
Other GJR-GARCH Analyses on Volatility Indices