TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:75.38% (-9.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.6674 | 14.96 | |
| 0.1322 | 24.97 | |
| 0.8934 | 160.89 | |
| 3.9979 | 10.91 |
Estimation Period:
Jan 2, 2004 to Dec 24, 2025
Jan 2, 2004 to Dec 24, 2025
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