TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:140.48% (+32.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2057 | 25.48 | |
| 0.6227 | 41.96 | |
| -0.0740 | -5.80 | |
| 10.0000 | 0.62 | |
| 0.5794 | 0.65 | |
| 0.1091 | 0.08 |
Estimation Period:
Jan 2, 2004 to Mar 6, 2026
Jan 2, 2004 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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