V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:84.45% (+23.43%)
Analysis last updated: Friday, December 20, 2024 at 12:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.3965 | 14.50 | |
| 0.1310 | 24.57 | |
| 0.8942 | 158.18 | |
| 4 | 10.81 |
Estimation Period:
Jan 2, 2004 to Dec 13, 2024
Jan 2, 2004 to Dec 13, 2024
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