TLT Percentage Price Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:96.00% (+8.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0908 | 8.62 | |
| 0.1526 | 4.62 | |
| 0.7521 | 13.87 | |
| -0.0096 | -1.12 | |
| 0.0318 | 2.19 | |
| -0.0583 | -3.01 |
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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