TLT Percentage Price Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:82.20% (-6.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1641 | 14.65 | |
| 0.1488 | 21.17 | |
| 0.7916 | 76.79 |
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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