TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:102.65% (+16.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.8053 | 15.20 | |
| 0.1352 | 24.51 | |
| 0.8858 | 149.94 | |
| 3.9631 | 10.88 |
Estimation Period:
Jan 2, 2004 to Mar 6, 2026
Jan 2, 2004 to Mar 6, 2026
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