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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0304	15.36***
α ARCH Response to squared shocks	0.1793	17.06***
β GARCH Volatility persistence	0.8061	93.29***
γ leverage Additional response to negative shocks	-0.0894	-6.02***

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TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis

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