V-Lab
TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:61.84% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9269 | 15.32 | |
| 0.1829 | 17.16 | |
| 0.8096 | 96.78 | |
| -0.0972 | -6.57 |
Estimation Period:
Jan 2, 2004 to Sep 12, 2025
Jan 2, 2004 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices