Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:74.55% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4539 | 10.36 | |
| 0.2002 | 8.34 | |
| 0.7837 | 64.65 | |
| -0.2002 | -9.13 |
Estimation Period:
Jan 2, 2018 to Dec 5, 2025
Jan 2, 2018 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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