TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
85.42%
decreased by 1.56%
1 Week
86.31%
decreased by 0.67%
1 Month
88.70%
increased by 1.72%
Analysis last updated: Friday, May 1, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0285 | 15.28 | |
| 0.1813 | 17.07 | |
| 0.8058 | 92.72 | |
| -0.0923 | -6.19 |
Estimation Period:
Jan 2, 2004 to Apr 24, 2026
Jan 2, 2004 to Apr 24, 2026
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