V-Lab

TLT Percentage Price Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:63.11% (-2.94%)
Analysis last updated: Saturday, July 5, 2025 at 02:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TLT Percentage Price Volatility Index APMEM
paramt-stat
ω0.272411.69
α0.263132.13
β0.666256.67
γ-0.0826-4.48
δ0.50009.97
Estimation Period:
Apr 22, 2015 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts