TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:129.38% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0181 | 15.02 | |
| 0.1826 | 16.96 | |
| 0.8060 | 91.22 | |
| -0.0946 | -6.30 |
Estimation Period:
Jan 2, 2004 to Jan 23, 2026
Jan 2, 2004 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices