V-Lab
Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:66.07% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0922 | 5.51 | |
| 0.1372 | 3.17 | |
| 0.7191 | 11.17 | |
| 0.2183 | 1.54 | |
| -0.3826 | -1.72 | |
| 0.2347 | 1.98 |
Estimation Period:
Jan 2, 2018 to May 2, 2025
Jan 2, 2018 to May 2, 2025
News Impact Curve
Volatility Forecasts
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