TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:59.90% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1981 | 24.74 | |
| 0.6459 | 45.31 | |
| -0.0753 | -6.22 | |
| 10.0000 | 0.70 | |
| 0.6286 | 0.75 | |
| 0.0554 | 0.04 |
Estimation Period:
Jan 2, 2004 to Dec 26, 2025
Jan 2, 2004 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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