TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.38% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9538 | 7.82 | |
| 0.1608 | 5.38 | |
| 0.7179 | 15.17 | |
| -0.0385 | -1.58 | |
| 0.0416 | 1.13 | |
| 0.0437 | 1.54 | |
| -0.0994 | -3.57 | |
| 0.0711 | 3.48 |
Estimation Period:
Jan 2, 2004 to Feb 6, 2026
Jan 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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