TLT Percentage Price Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:173.64% (-24.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0665 | 8.93 | |
| 0.1533 | 4.72 | |
| 0.7424 | 13.79 | |
| -0.0119 | -1.46 | |
| 0.0374 | 2.75 | |
| -0.0719 | -4.64 |
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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