V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:68.78% (-2.07%)
Analysis last updated: Wednesday, May 1, 2024 at 11:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0594 | 14.68 | |
| 0.1528 | 21.17 | |
| 0.7944 | 79.87 |
Estimation Period:
Jan 2, 2004 to Apr 19, 2024
Jan 2, 2004 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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