TLT Percentage Price Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:45.49% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0553 | 8.95 | |
| 0.1572 | 4.84 | |
| 0.7345 | 13.87 | |
| -0.0134 | -1.62 | |
| 0.0402 | 2.93 | |
| -0.0743 | -4.80 |
Estimation Period:
Jan 2, 2004 to Oct 31, 2025
Jan 2, 2004 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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