Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
78.84%
decreased by 3.29%
1 Week
80.99%
decreased by 1.14%
1 Month
84.91%
increased by 2.78%
Analysis last updated: Friday, June 12, 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 | |
|---|---|---|
| 3.8761 | 10.86 | |
| 0.1948 | 8.43 | |
| 0.7767 | 62.02 | |
| -0.1948 | -9.09 |
Estimation Period:
Jan 2, 2018 to Jun 5, 2026
Jan 2, 2018 to Jun 5, 2026
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