V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:74.50% (-6.75%)
Analysis last updated: Monday, January 20, 2025 at 12:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.3616 | 14.40 | |
| 0.1301 | 24.51 | |
| 0.8944 | 157.14 | |
| 4 | 10.80 |
Estimation Period:
Jan 2, 2004 to Jan 17, 2025
Jan 2, 2004 to Jan 17, 2025
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