V-Lab
Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:72.46% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0853 | 5.54 | |
| 0.1354 | 3.19 | |
| 0.7202 | 11.38 | |
| 0.2084 | 1.51 | |
| -0.3666 | -1.69 | |
| 0.2261 | 1.93 |
Estimation Period:
Jan 2, 2018 to May 30, 2025
Jan 2, 2018 to May 30, 2025
News Impact Curve
Volatility Forecasts
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