V-Lab
TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:75.33% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9611 | 15.11 | |
| 0.1836 | 16.98 | |
| 0.8093 | 95.18 | |
| -0.0987 | -6.57 |
Estimation Period:
Jan 2, 2004 to May 2, 2025
Jan 2, 2004 to May 2, 2025
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices