TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:69.86% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8900 | 7.42 | |
| 0.1624 | 5.28 | |
| 0.7152 | 14.87 | |
| -0.0756 | -2.00 | |
| 0.0915 | 1.59 | |
| -0.0066 | -0.16 | |
| 0.0360 | 0.91 | |
| -0.1267 | -3.28 | |
| 0.1181 | 4.33 |
Estimation Period:
Jan 2, 2004 to Oct 10, 2025
Jan 2, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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