TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
102.82%
decreased by 2.66%
1 Week
100.45%
decreased by 5.03%
1 Month
95.30%
decreased by 10.18%
Analysis last updated: Wednesday, May 6, 2026 at 11:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 32.0600 | 14.88 | |
| 0.1331 | 25.10 | |
| 0.8926 | 155.53 | |
| 3.9789 | 11.01 |
Estimation Period:
Jan 2, 2004 to May 1, 2026
Jan 2, 2004 to May 1, 2026
Other TLT Percentage Price Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices