V-Lab: Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:65.62% (-0.13%)

Analysis last updated: Monday, October 13, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0967	5.69
$α$	0.1357	3.37
$β$	0.7182	11.83
$γ_{1}$	0.1921	1.58
$γ_{2}$	-0.3547	-1.83
$γ_{3}$	0.2392	2.22

Estimation Period:
Jan 2, 2018 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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