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 Friday, November 21st, 2025:65.82% (-2.82%)

Analysis last updated: Friday, November 21, 2025 at 12:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.2418	20.04
$β$	0.7491	44.59
$γ$	-0.2418	-25.96
$λ_{1}$	1.3144	1.09
$λ_{2}$	0.0330	0.87
$λ_{3}$	0.9236	13.44

Estimation Period:
Jan 2, 2018 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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