TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:78.95% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2033 | 25.27 | |
| 0.6317 | 43.11 | |
| -0.0759 | -6.01 | |
| 10.0000 | 0.62 | |
| 0.5830 | 0.64 | |
| 0.1062 | 0.07 |
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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