TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:80.63% (-11.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.9890 | 14.86 | |
| 0.1337 | 24.96 | |
| 0.8933 | 159.03 | |
| 3.9891 | 11.02 |
Estimation Period:
Jan 2, 2004 to Oct 17, 2025
Jan 2, 2004 to Oct 17, 2025
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