TLT Percentage Price Volatility Index Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
77.90%
decreased by 7.88%
1 Week
77.11%
decreased by 8.67%
1 Month
75.20%
decreased by 10.58%
Analysis last updated: Friday, April 24, 2026 at 11:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1099 | 8.39 | |
| 0.1516 | 4.71 | |
| 0.7614 | 14.64 | |
| -0.0083 | -0.96 | |
| 0.0291 | 1.98 | |
| -0.0546 | -2.78 |
Estimation Period:
Jan 2, 2004 to Apr 17, 2026
Jan 2, 2004 to Apr 17, 2026
Other TLT Percentage Price Volatility Index Analyses
Other Spline-GARCH Analyses on Volatility Indices