Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:68.54% (-5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0935 | 5.75 | |
| 0.1367 | 3.45 | |
| 0.7143 | 11.81 | |
| 0.1787 | 1.57 | |
| -0.3357 | -1.84 | |
| 0.2329 | 2.26 |
Estimation Period:
Jan 2, 2018 to Dec 5, 2025
Jan 2, 2018 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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