TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
78.67%
increased by 0.59%
1 Week
80.34%
increased by 2.26%
1 Month
83.65%
increased by 5.57%
Analysis last updated: Tuesday, June 9, 2026 at 11:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9588 | 7.63 | |
| 0.1576 | 5.23 | |
| 0.7310 | 15.13 | |
| -0.0393 | -1.63 | |
| 0.0458 | 1.26 | |
| 0.0353 | 1.27 | |
| -0.0902 | -3.31 | |
| 0.0654 | 3.31 |
Estimation Period:
Jan 2, 2004 to Jun 5, 2026
Jan 2, 2004 to Jun 5, 2026
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