Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:62.78% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0605 | 5.80 | |
| 0.1392 | 3.48 | |
| 0.7017 | 11.34 | |
| 0.1435 | 1.33 | |
| -0.2699 | -1.53 | |
| 0.1864 | 1.76 |
Estimation Period:
Jan 2, 2018 to Feb 6, 2026
Jan 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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