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	param	t-stat
$ω$	4.0270	10.51
$α$	0.2027	8.00
$β$	0.7651	55.23
$γ$	-0.2027	-8.70

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

Volatility Prediction for Monday, March 2nd, 2026:82.31% (+6.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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