TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:66.37% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9634 | 7.48 | |
| 0.1549 | 5.09 | |
| 0.7389 | 15.04 | |
| -0.0390 | -1.50 | |
| 0.0414 | 1.06 | |
| 0.0458 | 1.53 | |
| -0.1007 | -3.57 | |
| 0.0708 | 3.59 |
Estimation Period:
Jan 2, 2004 to Oct 24, 2025
Jan 2, 2004 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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