TLT Percentage Price Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:69.10% (-7.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0577 | 8.86 | |
| 0.1565 | 4.80 | |
| 0.7381 | 13.91 | |
| -0.0134 | -1.60 | |
| 0.0402 | 2.89 | |
| -0.0730 | -4.72 |
Estimation Period:
Jan 2, 2004 to Oct 17, 2025
Jan 2, 2004 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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