TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:70.61% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.8288 | 14.83 | |
| 0.1328 | 24.69 | |
| 0.8905 | 153.45 | |
| 3.9546 | 10.93 |
Estimation Period:
Jan 2, 2004 to Jan 30, 2026
Jan 2, 2004 to Jan 30, 2026
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