TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:75.81% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9152 | 15.37 | |
| 0.1826 | 17.21 | |
| 0.8099 | 97.40 | |
| -0.0969 | -6.56 |
Estimation Period:
Jan 2, 2004 to Oct 10, 2025
Jan 2, 2004 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices