Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:61.30% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0956 | 5.71 | |
| 0.1382 | 3.43 | |
| 0.7132 | 11.71 | |
| 0.1862 | 1.57 | |
| -0.3454 | -1.82 | |
| 0.2349 | 2.21 |
Estimation Period:
Jan 2, 2018 to Oct 31, 2025
Jan 2, 2018 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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