TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:74.64% (-6.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9628 | 7.58 | |
| 0.1560 | 5.18 | |
| 0.7341 | 15.14 | |
| -0.0384 | -1.51 | |
| 0.0407 | 1.06 | |
| 0.0463 | 1.58 | |
| -0.1034 | -3.74 | |
| 0.0748 | 3.87 |
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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