TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:74.19% (+4.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9122 | 15.38 | |
| 0.1828 | 17.31 | |
| 0.8099 | 97.64 | |
| -0.0979 | -6.67 |
Estimation Period:
Jan 2, 2004 to Dec 19, 2025
Jan 2, 2004 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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