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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	32.0066	14.90***
α ARCH Response to squared shocks	0.1315	25.31***
β GARCH Volatility persistence	0.8948	159.56***
ν DF Student-t tail thickness	3.9972	10.99***

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TLT Percentage Price Volatility Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other TLT Percentage Price Volatility Index Analyses