TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:70.04% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1984 | 24.63 | |
| 0.6451 | 45.19 | |
| -0.0742 | -6.03 | |
| 10.0000 | 0.69 | |
| 0.6221 | 0.73 | |
| 0.0633 | 0.05 |
Estimation Period:
Jan 2, 2004 to Oct 10, 2025
Jan 2, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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