V-Lab
Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:56.44% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0896 | 5.61 | |
| 0.1373 | 3.29 | |
| 0.7144 | 11.35 | |
| 0.2007 | 1.54 | |
| -0.3610 | -1.74 | |
| 0.2324 | 2.05 |
Estimation Period:
Jan 2, 2018 to Jul 25, 2025
Jan 2, 2018 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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