Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
74.61%
decreased by 0.82%
1 Week
75.12%
decreased by 0.31%
1 Month
76.04%
increased by 0.61%
Analysis last updated: Friday, May 1, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0586 | 5.58 | |
| 0.1401 | 3.76 | |
| 0.7250 | 13.04 | |
| 0.1246 | 1.19 | |
| -0.2326 | -1.35 | |
| 0.1584 | 1.50 |
Estimation Period:
Jan 2, 2018 to Apr 24, 2026
Jan 2, 2018 to Apr 24, 2026
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