V-Lab
TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:81.46% (+18.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9561 | 15.16 | |
| 0.1836 | 17.00 | |
| 0.8090 | 95.44 | |
| -0.0985 | -6.59 |
Estimation Period:
Jan 2, 2004 to Jul 3, 2025
Jan 2, 2004 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices