Cboe 20+ Year Treasury Bond ETF Volatility Basis Point Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:78.19% (-3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0925 | 5.79 | |
| 0.1381 | 3.47 | |
| 0.7056 | 11.46 | |
| 0.1842 | 1.59 | |
| -0.3640 | -1.83 | |
| 0.3719 | 1.71 |
Estimation Period:
Jan 2, 2018 to Jan 30, 2026
Jan 2, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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