V-Lab
V-Lab
TLT Percentage Price Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:56.68% (-3.05%)
Analysis last updated: Friday, June 13, 2025 at 11:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TLT Percentage Price Volatility Index EGARCH
paramt-stat
ω0.198812.87
α0.247923.87
β0.9458216.62
γ0.08008.85
Estimation Period:
Jan 2, 2004 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts