V-Lab
TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:56.39% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8835 | 7.50 | |
| 0.1653 | 5.39 | |
| 0.7073 | 14.98 | |
| -0.0777 | -2.03 | |
| 0.0946 | 1.62 | |
| -0.0104 | -0.25 | |
| 0.0427 | 1.07 | |
| -0.1296 | -3.30 | |
| 0.1144 | 3.98 |
Estimation Period:
Jan 2, 2004 to Jul 25, 2025
Jan 2, 2004 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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