TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:66.07% (+4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8933 | 7.54 | |
| 0.1661 | 5.46 | |
| 0.7061 | 15.07 | |
| -0.0739 | -2.00 | |
| 0.0890 | 1.59 | |
| -0.0048 | -0.12 | |
| 0.0343 | 0.88 | |
| -0.1278 | -3.34 | |
| 0.1219 | 4.50 |
Estimation Period:
Jan 2, 2004 to Nov 14, 2025
Jan 2, 2004 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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