Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:187.88% (-24.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2380 | 20.24 | |
| 0.7520 | 45.82 | |
| -0.2380 | -26.17 | |
| 1.1303 | 1.15 | |
| 0.0314 | 0.91 | |
| 0.9308 | 15.70 |
Estimation Period:
Jan 2, 2018 to Jan 16, 2026
Jan 2, 2018 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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