V-Lab
TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:54.46% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.0955 | 14.95 | |
| 0.1344 | 24.59 | |
| 0.8892 | 153.46 | |
| 3.9671 | 10.93 |
Estimation Period:
Jan 2, 2004 to Jul 25, 2025
Jan 2, 2004 to Jul 25, 2025
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