TLT Percentage Price Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.37% (-3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0864 | 8.68 | |
| 0.1534 | 4.61 | |
| 0.7489 | 13.66 | |
| -0.0099 | -1.16 | |
| 0.0325 | 2.25 | |
| -0.0599 | -3.08 |
Estimation Period:
Jan 2, 2004 to Feb 6, 2026
Jan 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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