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, October 31st, 2025:71.01% (+3.33%)

Analysis last updated: Friday, October 31, 2025 at 11:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.2423	19.74
$β$	0.7486	43.44
$γ$	-0.2423	-25.72
$λ_{1}$	1.5636	0.98
$λ_{2}$	0.0339	0.77
$λ_{3}$	0.9152	10.62

Estimation Period:
Jan 2, 2018 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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