V-Lab
TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:69.99% (+5.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.3703 | 14.73 | |
| 0.1337 | 24.53 | |
| 0.8905 | 153.16 | |
| 3.9551 | 10.93 |
Estimation Period:
Jan 2, 2004 to May 2, 2025
Jan 2, 2004 to May 2, 2025
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Other GAS-GARCH Student T Analyses on Volatility Indices