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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.1620	15.14***
α ARCH Response to squared shocks	0.1479	21.85***
β GARCH Volatility persistence	0.7933	80.50***

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TLT Percentage Price Volatility Index GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TLT Percentage Price Volatility Index Analyses