V-Lab
TLT Percentage Price Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:56.76% (+4.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1979 | 12.86 | |
| 0.2480 | 23.92 | |
| 0.9460 | 217.36 | |
| 0.0804 | 8.89 |
Estimation Period:
Jan 2, 2004 to Jul 3, 2025
Jan 2, 2004 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other EGARCH Analyses on Volatility Indices