Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
102.44%
decreased by 8.01%
1 Week
44.24%
decreased by 58.20%
1 Month
21.01%
decreased by 81.43%
Analysis last updated: Friday, March 20, 2026 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2486 | 19.23 | |
| 0.7226 | 34.65 | |
| -0.2456 | -23.77 | |
| 2.8240 | 0.54 | |
| 0.0459 | 0.44 | |
| 0.8643 | 3.39 |
Estimation Period:
Jan 2, 2018 to Mar 13, 2026
Jan 2, 2018 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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