V-Lab
TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:122.33% (-17.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8798 | 7.40 | |
| 0.1624 | 5.21 | |
| 0.7150 | 14.74 | |
| -0.0810 | -2.02 | |
| 0.0998 | 1.63 | |
| -0.0157 | -0.36 | |
| 0.0505 | 1.21 | |
| -0.1317 | -3.17 | |
| 0.1084 | 3.50 |
Estimation Period:
Jan 2, 2004 to Apr 11, 2025
Jan 2, 2004 to Apr 11, 2025
News Impact Curve
Volatility Forecasts
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