TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
116.91%
decreased by 11.57%
1 Week
111.30%
decreased by 17.18%
1 Month
98.92%
decreased by 29.56%
Analysis last updated: Tuesday, March 31, 2026 at 11:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9580 | 7.65 | |
| 0.1589 | 5.28 | |
| 0.7277 | 15.11 | |
| -0.0392 | -1.60 | |
| 0.0441 | 1.20 | |
| 0.0391 | 1.38 | |
| -0.0942 | -3.41 | |
| 0.0675 | 3.37 |
Estimation Period:
Jan 2, 2004 to Mar 27, 2026
Jan 2, 2004 to Mar 27, 2026
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