TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:62.85% (-4.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.8111 | 14.92 | |
| 0.1340 | 24.93 | |
| 0.8921 | 157.85 | |
| 3.9845 | 11.02 |
Estimation Period:
Jan 2, 2004 to Nov 7, 2025
Jan 2, 2004 to Nov 7, 2025
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