Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
112.68%
decreased by 10.38%
1 Week
109.94%
decreased by 13.12%
1 Month
105.33%
decreased by 17.73%
Analysis last updated: Friday, May 22, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2339 | 21.60 | |
| 0.7318 | 47.96 | |
| -0.2280 | -23.02 | |
| 10.0000 | 0.11 | |
| 0.2152 | 0.12 | |
| 0.4752 | 0.10 |
Estimation Period:
Jan 2, 2018 to May 15, 2026
Jan 2, 2018 to May 15, 2026
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