V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:120.80% (+60.77%)
Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9137 | 15.16 | |
| 0.1847 | 16.97 | |
| 0.8108 | 97.70 | |
| -0.0995 | -6.58 |
Estimation Period:
Jan 2, 2004 to Dec 13, 2024
Jan 2, 2004 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
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