TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:62.56% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9621 | 7.59 | |
| 0.1558 | 5.19 | |
| 0.7337 | 15.16 | |
| -0.0384 | -1.52 | |
| 0.0409 | 1.07 | |
| 0.0460 | 1.58 | |
| -0.1035 | -3.77 | |
| 0.0752 | 3.94 |
Estimation Period:
Jan 2, 2004 to Dec 26, 2025
Jan 2, 2004 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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