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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0231	15.53***
α ARCH Response to squared shocks	0.1777	17.18***
β GARCH Volatility persistence	0.8076	95.27***
γ leverage Additional response to negative shocks	-0.0882	-6.01***

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TLT Percentage Price Volatility Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TLT Percentage Price Volatility Index Analyses