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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2526	11.35***
α ARCH Response to squared shocks	0.2187	27.47***
β GARCH Volatility persistence	0.7118	66.26***
γ leverage Additional response to negative shocks	-0.0856	-3.91***
δ power Transformation power	0.5000	9.40***

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TLT Percentage Price Volatility Index Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TLT Percentage Price Volatility Index Analyses