TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:66.29% (-5.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.6229 | 14.97 | |
| 0.1323 | 24.94 | |
| 0.8929 | 160.05 | |
| 3.9945 | 10.91 |
Estimation Period:
Jan 2, 2004 to Jan 9, 2026
Jan 2, 2004 to Jan 9, 2026
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