TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
77.51%
increased by 3.78%
1 Week
80.02%
increased by 6.29%
1 Month
85.08%
increased by 11.35%
Analysis last updated: Friday, June 19, 2026 at 01:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 32.0663 | 14.88 | |
| 0.1323 | 25.25 | |
| 0.8940 | 157.70 | |
| 3.9889 | 11.03 |
Estimation Period:
Jan 2, 2004 to Jun 18, 2026
Jan 2, 2004 to Jun 18, 2026
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