V-Lab
TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:57.42% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9602 | 15.15 | |
| 0.1830 | 16.95 | |
| 0.8085 | 94.86 | |
| -0.0969 | -6.47 |
Estimation Period:
Jan 2, 2004 to Jul 25, 2025
Jan 2, 2004 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices