TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:130.05% (+29.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0433 | 15.06 | |
| 0.1814 | 16.79 | |
| 0.8049 | 90.42 | |
| -0.0926 | -6.15 |
Estimation Period:
Jan 2, 2004 to Mar 6, 2026
Jan 2, 2004 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other TLT Percentage Price Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices