Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:55.55% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0915 | 5.78 | |
| 0.1358 | 3.46 | |
| 0.7156 | 11.87 | |
| 0.1730 | 1.56 | |
| -0.3277 | -1.85 | |
| 0.2305 | 2.28 |
Estimation Period:
Jan 2, 2018 to Jan 2, 2026
Jan 2, 2018 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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