TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:137.22% (+13.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2055 | 25.58 | |
| 0.6235 | 42.22 | |
| -0.0743 | -5.83 | |
| 10.0000 | 0.62 | |
| 0.5809 | 0.65 | |
| 0.1079 | 0.08 |
Estimation Period:
Jan 2, 2004 to Mar 13, 2026
Jan 2, 2004 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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