TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:70.59% (-6.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1990 | 24.78 | |
| 0.6439 | 45.11 | |
| -0.0748 | -6.13 | |
| 10.0000 | 0.71 | |
| 0.6282 | 0.75 | |
| 0.0561 | 0.04 |
Estimation Period:
Jan 2, 2004 to Dec 5, 2025
Jan 2, 2004 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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