V-Lab: TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis

V-Lab

TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:51.80% (-1.18%)

Analysis last updated: Thursday, July 31, 2025 at 11:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.2011	24.76
$β$	0.6396	44.48
$γ$	-0.0738	-5.87
$λ_{1}$	10.0000	0.64
$λ_{2}$	0.5951	0.68
$λ_{3}$	0.0929	0.07

Estimation Period:
Jan 2, 2004 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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