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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	32.1606	14.76***
α ARCH Response to squared shocks	0.1310	25.20***
β GARCH Volatility persistence	0.8955	159.05***
ν DF Student-t tail thickness	3.9881	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

Parameter Estimates

Other TLT Percentage Price Volatility Index Analyses