TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:79.31% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9073 | 15.34 | |
| 0.1835 | 17.30 | |
| 0.8095 | 97.32 | |
| -0.0978 | -6.64 |
Estimation Period:
Jan 2, 2004 to Nov 28, 2025
Jan 2, 2004 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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