V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:78.11% (+2.90%)
Analysis last updated: Friday, April 26, 2024 at 11:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.16 | |
| 0.1344 | 16.89 | |
| 0.8312 | 136.87 | |
| -0.2307 | -8.10 | |
| 1.7084 | 19.81 |
Estimation Period:
Jan 2, 2004 to Apr 19, 2024
Jan 2, 2004 to Apr 19, 2024
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