TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
71.66%
increased by 6.50%
1 Week
74.57%
increased by 9.41%
1 Month
80.20%
increased by 15.04%
Analysis last updated: Friday, July 3, 2026 at 11:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9588 | 7.65 | |
| 0.1573 | 5.23 | |
| 0.7307 | 15.14 | |
| -0.0392 | -1.64 | |
| 0.0461 | 1.28 | |
| 0.0344 | 1.25 | |
| -0.0901 | -3.33 | |
| 0.0663 | 3.37 |
Estimation Period:
Jan 2, 2004 to Jul 2, 2026
Jan 2, 2004 to Jul 2, 2026
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