TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:105.62% (-5.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0376 | 15.07 | |
| 0.1815 | 16.81 | |
| 0.8052 | 90.75 | |
| -0.0927 | -6.17 |
Estimation Period:
Jan 2, 2004 to Feb 13, 2026
Jan 2, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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