TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
93.61%
decreased by 5.39%
1 Week
100.38%
increased by 1.38%
1 Month
102.70%
increased by 3.70%
Analysis last updated: Wednesday, May 13, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2012 | 25.55 | |
| 0.6331 | 43.88 | |
| -0.0731 | -5.86 | |
| 10.0000 | 0.64 | |
| 0.5929 | 0.66 | |
| 0.0979 | 0.07 |
Estimation Period:
Jan 2, 2004 to May 8, 2026
Jan 2, 2004 to May 8, 2026
Other TLT Percentage Price Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices