TLT Percentage Price Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:49.86% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0574 | 8.98 | |
| 0.1573 | 4.84 | |
| 0.7341 | 13.85 | |
| -0.0131 | -1.59 | |
| 0.0398 | 2.92 | |
| -0.0746 | -4.86 |
Estimation Period:
Jan 2, 2004 to Nov 21, 2025
Jan 2, 2004 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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