V-Lab
TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:81.71% (-9.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.1720 | 14.78 | |
| 0.1330 | 24.61 | |
| 0.8911 | 154.86 | |
| 3.9630 | 10.90 |
Estimation Period:
Jan 2, 2004 to Jul 3, 2025
Jan 2, 2004 to Jul 3, 2025
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Other GAS-GARCH Student T Analyses on Volatility Indices