Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.15% (-4.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0946 | 10.46 | |
| 0.2082 | 7.95 | |
| 0.7604 | 53.49 | |
| -0.2082 | -8.66 |
Estimation Period:
Jan 2, 2018 to Feb 6, 2026
Jan 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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