TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:60.74% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9197 | 15.31 | |
| 0.1837 | 17.24 | |
| 0.8091 | 96.67 | |
| -0.0980 | -6.64 |
Estimation Period:
Jan 2, 2004 to Nov 7, 2025
Jan 2, 2004 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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