TLT Percentage Price Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:151.89% (-16.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8599 | 13.17 | |
| 0.1417 | 23.14 | |
| 0.7960 | 91.64 | |
| -1.6051 | -10.56 |
Estimation Period:
Jan 2, 2004 to Jan 23, 2026
Jan 2, 2004 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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