Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.06% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2559 | 19.15 | |
| 0.7193 | 35.06 | |
| -0.2550 | -24.80 | |
| 2.3958 | 0.59 | |
| 0.0386 | 0.49 | |
| 0.8848 | 4.55 |
Estimation Period:
Jan 2, 2018 to Feb 6, 2026
Jan 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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