V-Lab
Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:59.39% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0911 | 5.57 | |
| 0.1359 | 3.23 | |
| 0.7189 | 11.44 | |
| 0.2080 | 1.54 | |
| -0.3707 | -1.74 | |
| 0.2347 | 2.03 |
Estimation Period:
Jan 2, 2018 to Jun 27, 2025
Jan 2, 2018 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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