TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:66.52% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2000 | 24.81 | |
| 0.6433 | 45.30 | |
| -0.0748 | -6.13 | |
| 10.0000 | 0.72 | |
| 0.6309 | 0.77 | |
| 0.0542 | 0.04 |
Estimation Period:
Jan 2, 2004 to Nov 14, 2025
Jan 2, 2004 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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