TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
89.64%
decreased by 10.58%
1 Week
89.73%
decreased by 10.49%
1 Month
89.93%
decreased by 10.29%
Analysis last updated: Friday, May 29, 2026 at 11:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 32.2315 | 14.63 | |
| 0.1319 | 25.19 | |
| 0.8954 | 157.37 | |
| 3.9763 | 11.04 |
Estimation Period:
Jan 2, 2004 to May 22, 2026
Jan 2, 2004 to May 22, 2026
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