V-Lab
V-Lab
TLT Percentage Price Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:80.38% (-5.67%)
Analysis last updated: Monday, May 19, 2025 at 11:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TLT Percentage Price Volatility Index GARCH
paramt-stat
ω2.152714.63
α0.149520.96
β0.792277.07
Estimation Period:
Jan 2, 2004 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts