Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
98.12%
decreased by 12.35%
1 Week
39.10%
decreased by 59.02%
1 Month
16.54%
decreased by 81.58%
Analysis last updated: Friday, March 20, 2026 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0562 | 5.77 | |
| 0.1414 | 3.58 | |
| 0.7021 | 11.53 | |
| 0.1325 | 1.26 | |
| -0.2496 | -1.45 | |
| 0.1726 | 1.66 |
Estimation Period:
Jan 2, 2018 to Mar 13, 2026
Jan 2, 2018 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices