Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:73.19% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5366 | 10.38 | |
| 0.2018 | 8.21 | |
| 0.7813 | 63.41 | |
| -0.2018 | -9.00 |
Estimation Period:
Jan 2, 2018 to Oct 31, 2025
Jan 2, 2018 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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