TLT Percentage Price Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
77.89%
decreased by 1.77%
1 Week
79.83%
increased by 0.17%
1 Month
85.40%
increased by 5.74%
Analysis last updated: Friday, June 5, 2026 at 11:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 7.55 | |
| 0.1322 | 17.31 | |
| 0.8300 | 130.68 | |
| -0.2228 | -8.13 | |
| 1.6737 | 20.21 |
Estimation Period:
Jan 2, 2004 to May 29, 2026
Jan 2, 2004 to May 29, 2026
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