TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:99.24% (-6.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2054 | 25.46 | |
| 0.6239 | 42.16 | |
| -0.0741 | -5.81 | |
| 10.0000 | 0.62 | |
| 0.5813 | 0.65 | |
| 0.1081 | 0.08 |
Estimation Period:
Jan 2, 2004 to Feb 13, 2026
Jan 2, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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