TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:65.35% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9620 | 7.65 | |
| 0.1562 | 5.23 | |
| 0.7314 | 15.21 | |
| -0.0381 | -1.53 | |
| 0.0406 | 1.08 | |
| 0.0461 | 1.60 | |
| -0.1045 | -3.84 | |
| 0.0769 | 4.07 |
Estimation Period:
Jan 2, 2004 to Jan 16, 2026
Jan 2, 2004 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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