TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:82.72% (+4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.8759 | 14.78 | |
| 0.1325 | 24.97 | |
| 0.8939 | 159.28 | |
| 3.9800 | 10.99 |
Estimation Period:
Jan 2, 2004 to Oct 10, 2025
Jan 2, 2004 to Oct 10, 2025
Other TLT Percentage Price Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices