V-Lab
CBOE 20+ Year Treasury Bond ETF Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:138.60% (+77.86%)
Analysis last updated: Friday, December 20, 2024 at 12:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2031 | 24.48 | |
| 0.6362 | 43.76 | |
| -0.0741 | -5.85 | |
| 10.0000 | 0.65 | |
| 0.5994 | 0.68 | |
| 0.0935 | 0.07 |
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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