V-Lab
TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:73.01% (-5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8831 | 7.46 | |
| 0.1639 | 5.32 | |
| 0.7109 | 14.91 | |
| -0.0784 | -2.02 | |
| 0.0958 | 1.62 | |
| -0.0116 | -0.27 | |
| 0.0443 | 1.10 | |
| -0.1296 | -3.26 | |
| 0.1122 | 3.85 |
Estimation Period:
Jan 2, 2004 to Jul 3, 2025
Jan 2, 2004 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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