TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:61.28% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1999 | 24.78 | |
| 0.6435 | 45.17 | |
| -0.0753 | -6.13 | |
| 10.0000 | 0.68 | |
| 0.6167 | 0.72 | |
| 0.0696 | 0.05 |
Estimation Period:
Jan 2, 2004 to Oct 24, 2025
Jan 2, 2004 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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