V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:70.49% (-0.90%)
Analysis last updated: Saturday, April 27, 2024 at 05:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2552 | 7.68 | |
| 0.0916 | 13.54 | |
| 0.9297 | 327.49 | |
| -0.0478 | -5.43 |
Estimation Period:
Apr 22, 2015 to Mar 28, 2024
Apr 22, 2015 to Mar 28, 2024
News Impact Curve
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