V-Lab
TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:67.16% (+0.24%)
Analysis last updated: Monday, March 10, 2025 at 11:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9361 | 15.13 | |
| 0.1813 | 16.83 | |
| 0.8109 | 96.56 | |
| -0.0962 | -6.41 |
Estimation Period:
Jan 2, 2004 to Mar 7, 2025
Jan 2, 2004 to Mar 7, 2025
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