Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:72.08% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4854 | 10.35 | |
| 0.2013 | 8.30 | |
| 0.7826 | 64.17 | |
| -0.2013 | -9.09 |
Estimation Period:
Jan 2, 2018 to Nov 14, 2025
Jan 2, 2018 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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