TLT Percentage Price Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:67.21% (-5.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0889 | 8.60 | |
| 0.1517 | 4.59 | |
| 0.7537 | 13.80 | |
| -0.0099 | -1.15 | |
| 0.0323 | 2.21 | |
| -0.0590 | -3.02 |
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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