V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:73.74% (+0.06%)
Analysis last updated: Saturday, April 27, 2024 at 05:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2511 | 11.34 | |
| 0.2597 | 30.80 | |
| 0.6794 | 57.23 | |
| -0.0741 | -3.62 | |
| 0.5000 | 9.43 |
Estimation Period:
Apr 22, 2015 to Mar 28, 2024
Apr 22, 2015 to Mar 28, 2024
News Impact Curve
Volatility Forecasts
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