TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
107.86%
decreased by 10.76%
1 Week
108.57%
decreased by 10.05%
1 Month
111.56%
decreased by 7.06%
Analysis last updated: Tuesday, March 31, 2026 at 11:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2024 | 25.62 | |
| 0.6319 | 43.80 | |
| -0.0736 | -5.86 | |
| 10.0000 | 0.63 | |
| 0.5922 | 0.66 | |
| 0.0994 | 0.07 |
Estimation Period:
Jan 2, 2004 to Mar 27, 2026
Jan 2, 2004 to Mar 27, 2026
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