TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
119.16%
decreased by 4.16%
1 Week
116.61%
decreased by 6.71%
1 Month
109.26%
decreased by 14.06%
Analysis last updated: Friday, May 22, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0239 | 15.38 | |
| 0.1808 | 17.12 | |
| 0.8062 | 93.75 | |
| -0.0908 | -6.09 |
Estimation Period:
Jan 2, 2004 to May 15, 2026
Jan 2, 2004 to May 15, 2026
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