TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, March 23rd, 2026
1 Day
192.36%
increased by 83.33%
1 Week
184.05%
decreased by 8.31%
1 Month
158.84%
decreased by 33.52%
Analysis last updated: Monday, March 23, 2026 at 11:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0294 | 15.15 | |
| 0.1831 | 17.00 | |
| 0.8052 | 91.81 | |
| -0.0938 | -6.24 |
Estimation Period:
Jan 2, 2004 to Mar 20, 2026
Jan 2, 2004 to Mar 20, 2026
News Impact Curve
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