Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:83.02% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5112 | 10.35 | |
| 0.2002 | 8.18 | |
| 0.7828 | 64.01 | |
| -0.2002 | -8.96 |
Estimation Period:
Jan 2, 2018 to Oct 10, 2025
Jan 2, 2018 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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