TLT Percentage Price Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:57.67% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7452 | 13.31 | |
| 0.1406 | 23.74 | |
| 0.7998 | 98.11 | |
| -1.6159 | -10.55 |
Estimation Period:
Jan 2, 2004 to Nov 26, 2025
Jan 2, 2004 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other AGARCH Analyses on Volatility Indices