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 Monday, June 30th, 2025:56.18% (-2.22%)

Analysis last updated: Monday, June 30, 2025 at 11:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.2012	24.74
$β$	0.6422	44.82
$γ$	-0.0760	-6.05
$λ_{1}$	10.0000	0.63
$λ_{2}$	0.5906	0.66
$λ_{3}$	0.0980	0.07

Estimation Period:
Jan 2, 2004 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other TLT Percentage Price Volatility Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T