Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:62.34% (+4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0978 | 5.73 | |
| 0.1386 | 3.46 | |
| 0.7122 | 11.73 | |
| 0.1846 | 1.59 | |
| -0.3451 | -1.85 | |
| 0.2380 | 2.27 |
Estimation Period:
Jan 2, 2018 to Nov 14, 2025
Jan 2, 2018 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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