TLT Percentage Price Volatility Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
80.01%
increased by 4.91%
1 Week
86.48%
increased by 11.38%
1 Month
90.77%
increased by 15.67%
Analysis last updated: Friday, July 3, 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 | ||
| 0.1994 | 25.52 | |
| 0.6320 | 43.67 | |
| -0.0706 | -5.67 | |
| 10.0000 | 0.64 | |
| 0.5956 | 0.67 | |
| 0.0933 | 0.07 |
Estimation Period:
Jan 2, 2004 to Jul 2, 2026
Jan 2, 2004 to Jul 2, 2026
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