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	param	t-stat
$ω$	3.9824	10.33
$α$	0.2056	8.06
$β$	0.7658	54.46
$γ$	-0.2056	-8.80

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Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:85.00% (-4.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses