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

V-Lab

TLT Percentage Price Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:108.69% (-12.57%)

Analysis last updated: Friday, April 18, 2025 at 11:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0406	8.73
$α$	0.1548	4.69
$β$	0.7416	13.78
$γ_{1}$	-0.0156	-1.74
$γ_{2}$	0.0435	2.96
$γ_{3}$	-0.0692	-4.29

Estimation Period:
Jan 2, 2004 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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