TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:80.64% (-8.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9524 | 7.88 | |
| 0.1626 | 5.47 | |
| 0.7130 | 15.27 | |
| -0.0385 | -1.60 | |
| 0.0420 | 1.16 | |
| 0.0428 | 1.53 | |
| -0.0988 | -3.58 | |
| 0.0711 | 3.51 |
Estimation Period:
Jan 2, 2004 to Mar 6, 2026
Jan 2, 2004 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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