TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:85.72% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9257 | 15.35 | |
| 0.1835 | 17.20 | |
| 0.8091 | 96.62 | |
| -0.0971 | -6.55 |
Estimation Period:
Jan 2, 2004 to Oct 17, 2025
Jan 2, 2004 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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