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 Friday, August 29th, 2025:57.55% (-2.69%)

Analysis last updated: Friday, August 29, 2025 at 11:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.2002	24.72
$β$	0.6427	45.03
$γ$	-0.0743	-5.96
$λ_{1}$	10.0000	0.66
$λ_{2}$	0.6069	0.70
$λ_{3}$	0.0802	0.06

Estimation Period:
Jan 2, 2004 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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