V-Lab
TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:59.37% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8820 | 7.47 | |
| 0.1642 | 5.34 | |
| 0.7100 | 14.94 | |
| -0.0788 | -2.02 | |
| 0.0964 | 1.63 | |
| -0.0122 | -0.29 | |
| 0.0454 | 1.12 | |
| -0.1306 | -3.27 | |
| 0.1125 | 3.83 |
Estimation Period:
Jan 2, 2004 to Jun 27, 2025
Jan 2, 2004 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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