V-Lab
TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:78.35% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9707 | 15.14 | |
| 0.1832 | 16.93 | |
| 0.8090 | 95.32 | |
| -0.0983 | -6.55 |
Estimation Period:
Jan 2, 2004 to May 23, 2025
Jan 2, 2004 to May 23, 2025
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices