V-Lab
TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 24th, 2025:147.50% (-13.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9517 | 15.11 | |
| 0.1834 | 17.01 | |
| 0.8099 | 95.80 | |
| -0.0988 | -6.59 |
Estimation Period:
Jan 2, 2004 to Apr 17, 2025
Jan 2, 2004 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices