V-Lab
V-Lab
TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:64.21% (+2.86%)
Analysis last updated: Thursday, September 18, 2025 at 11:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TLT Percentage Price Volatility Index GJR-GARCH
paramt-stat
ω1.926915.32
α0.182917.16
β0.809696.78
γ-0.0972-6.57
Estimation Period:
Jan 2, 2004 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts