V-Lab: Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index MF2-GARCH Volatility Analysis

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V-Lab

Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:79.08% (+0.78%)

Analysis last updated: Monday, October 13, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.2402	19.79
$β$	0.7497	43.62
$γ$	-0.2402	-25.56
$λ_{1}$	1.4915	1.02
$λ_{2}$	0.0346	0.82
$λ_{3}$	0.9164	11.42

Estimation Period:
Jan 2, 2018 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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