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 10th, 2025:75.99% (-3.18%)

Analysis last updated: Thursday, July 10, 2025 at 11:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.2012	24.74
$β$	0.6424	44.84
$γ$	-0.0761	-6.05
$λ_{1}$	10.0000	0.63
$λ_{2}$	0.5902	0.66
$λ_{3}$	0.0983	0.07

Estimation Period:
Jan 2, 2004 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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