TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:67.22% (+9.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9090 | 15.38 | |
| 0.1826 | 17.33 | |
| 0.8101 | 97.74 | |
| -0.0979 | -6.67 |
Estimation Period:
Jan 2, 2004 to Jan 9, 2026
Jan 2, 2004 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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