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 Friday, July 11th, 2025:65.41% (-5.36%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0449	8.81
$α$	0.1553	4.75
$β$	0.7394	13.90
$γ_{1}$	-0.0147	-1.70
$γ_{2}$	0.0422	2.95
$γ_{3}$	-0.0711	-4.45

Estimation Period:
Jan 2, 2004 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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