V-Lab
V-Lab
TLT Percentage Price Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:68.44% (+9.27%)
Analysis last updated: Friday, July 4, 2025 at 11:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TLT Percentage Price Volatility Index GARCH
paramt-stat
ω2.131514.66
α0.149421.06
β0.792677.61
Estimation Period:
Jan 2, 2004 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts