V-Lab
TLT Percentage Price Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:73.07% (-3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.33 | |
| 0.1302 | 16.69 | |
| 0.8326 | 136.16 | |
| -0.2394 | -8.43 | |
| 1.6975 | 20.03 |
Estimation Period:
Jan 2, 2004 to May 2, 2025
Jan 2, 2004 to May 2, 2025
News Impact Curve
Volatility Forecasts
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Other APARCH Analyses on Volatility Indices