TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:79.60% (-11.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.7411 | 14.84 | |
| 0.1332 | 25.01 | |
| 0.8934 | 159.32 | |
| 3.9859 | 11.02 |
Estimation Period:
Jan 2, 2004 to Nov 28, 2025
Jan 2, 2004 to Nov 28, 2025
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