TLT Percentage Price Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:70.77% (-3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7529 | 13.33 | |
| 0.1404 | 23.72 | |
| 0.8000 | 98.32 | |
| -1.6279 | -10.56 |
Estimation Period:
Jan 2, 2004 to Oct 24, 2025
Jan 2, 2004 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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