TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
90.02%
increased by 1.02%
1 Week
94.84%
increased by 5.84%
1 Month
101.11%
increased by 12.11%
Analysis last updated: Tuesday, June 9, 2026 at 11:41 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2003 | 25.56 | |
| 0.6305 | 43.46 | |
| -0.0710 | -5.68 | |
| 10.0000 | 0.65 | |
| 0.6012 | 0.68 | |
| 0.0899 | 0.06 |
Estimation Period:
Jan 2, 2004 to Jun 5, 2026
Jan 2, 2004 to Jun 5, 2026
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