Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:83.89% (+8.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2489 | 18.88 | |
| 0.7223 | 34.21 | |
| -0.2464 | -23.60 | |
| 2.6924 | 0.55 | |
| 0.0432 | 0.45 | |
| 0.8706 | 3.64 |
Estimation Period:
Jan 2, 2018 to Feb 27, 2026
Jan 2, 2018 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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