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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3052	9.41***
α ARCH Response to squared shocks	0.0899	16.57***
β GARCH Volatility persistence	0.9381	395.81***
γ leverage Additional response to negative shocks	-0.0641	-10.15***

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TLT Percentage Price Volatility Index Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TLT Percentage Price Volatility Index Analyses