TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:87.39% (-6.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0260 | 15.00 | |
| 0.1819 | 16.89 | |
| 0.8058 | 90.65 | |
| -0.0939 | -6.25 |
Estimation Period:
Jan 2, 2004 to Jan 30, 2026
Jan 2, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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