TLT Percentage Price Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:85.06% (-5.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2125 | 13.56 | |
| 0.2540 | 24.35 | |
| 0.9418 | 208.60 | |
| 0.0757 | 8.22 |
Estimation Period:
Jan 2, 2004 to Jan 30, 2026
Jan 2, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices