Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
113.15%
decreased by 10.17%
1 Week
108.22%
decreased by 15.10%
1 Month
98.04%
decreased by 25.28%
Analysis last updated: Friday, May 22, 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 | |
|---|---|---|
| 3.8350 | 10.83 | |
| 0.1959 | 8.46 | |
| 0.7783 | 62.60 | |
| -0.1959 | -9.12 |
Estimation Period:
Jan 2, 2018 to May 15, 2026
Jan 2, 2018 to May 15, 2026
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