Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
100.26%
decreased by 6.81%
1 Week
42.42%
decreased by 57.84%
1 Month
19.24%
decreased by 81.02%
Analysis last updated: Friday, March 20, 2026 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0328 | 10.54 | |
| 0.2030 | 8.02 | |
| 0.7654 | 55.48 | |
| -0.2030 | -8.73 |
Estimation Period:
Jan 2, 2018 to Mar 13, 2026
Jan 2, 2018 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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