TLT Percentage Price Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:82.74% (-5.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8679 | 13.18 | |
| 0.1413 | 23.06 | |
| 0.7959 | 91.17 | |
| -1.6058 | -10.53 |
Estimation Period:
Jan 2, 2004 to Jan 30, 2026
Jan 2, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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