V-Lab: TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:79.60% (-1.71%)

Analysis last updated: Friday, May 30, 2025 at 11:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9580	7.29
$α$	0.1528	4.85
$β$	0.7468	14.58
$γ_{1}$	-0.0414	-1.50
$γ_{2}$	0.0439	1.05
$γ_{3}$	0.0436	1.37
$γ_{4}$	-0.0900	-2.98
$γ_{5}$	0.0556	2.55

Estimation Period:
Jan 2, 2004 to May 23, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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