V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:71.91% (-3.13%)
Analysis last updated: Friday, April 26, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7520 | 13.03 | |
| 0.1449 | 23.33 | |
| 0.7994 | 97.32 | |
| -1.5771 | -9.83 |
Estimation Period:
Jan 2, 2004 to Apr 19, 2024
Jan 2, 2004 to Apr 19, 2024
News Impact Curve
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