Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:68.88% (+3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0566 | 5.81 | |
| 0.1404 | 3.52 | |
| 0.6994 | 11.30 | |
| 0.1367 | 1.29 | |
| -0.2583 | -1.49 | |
| 0.1796 | 1.72 |
Estimation Period:
Jan 2, 2018 to Feb 27, 2026
Jan 2, 2018 to Feb 27, 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