Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
74.52%
decreased by 2.23%
1 Week
77.66%
increased by 0.91%
1 Month
83.33%
increased by 6.58%
Analysis last updated: Friday, July 3, 2026 at 11:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8385 | 10.86 | |
| 0.1925 | 8.45 | |
| 0.7784 | 62.53 | |
| -0.1925 | -9.12 |
Estimation Period:
Jan 2, 2018 to Jul 2, 2026
Jan 2, 2018 to Jul 2, 2026
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