V-Lab
TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:84.14% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.3420 | 14.81 | |
| 0.1338 | 24.45 | |
| 0.8893 | 152.27 | |
| 3.9544 | 10.89 |
Estimation Period:
Jan 2, 2004 to May 23, 2025
Jan 2, 2004 to May 23, 2025
Other TLT Percentage Price Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices