Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:67.02% (-4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0621 | 5.75 | |
| 0.1367 | 3.44 | |
| 0.7110 | 11.50 | |
| 0.1449 | 1.33 | |
| -0.2710 | -1.52 | |
| 0.1856 | 1.74 |
Estimation Period:
Jan 2, 2018 to Jan 30, 2026
Jan 2, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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