Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:68.64% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2379 | 20.13 | |
| 0.7515 | 45.20 | |
| -0.2379 | -25.98 | |
| 1.2268 | 1.12 | |
| 0.0324 | 0.89 | |
| 0.9268 | 14.37 |
Estimation Period:
Jan 2, 2018 to Dec 31, 2025
Jan 2, 2018 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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