V-Lab
V-Lab
TLT Percentage Price Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:60.54% (-0.77%)
Analysis last updated: Friday, March 21, 2025 at 11:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TLT Percentage Price Volatility Index AGARCH
paramt-stat
ω1.788313.25
α0.139523.25
β0.800797.20
γ-1.6075-10.15
Estimation Period:
Jan 2, 2004 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts