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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2125	13.74***
α ARCH Response to squared shocks	0.2533	24.64***
β GARCH Volatility persistence	0.9419	212.13***
γ leverage Additional response to negative shocks	0.0745	8.21***

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TLT Percentage Price Volatility Index EGARCH Volatility Analysis

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