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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9594	7.65***
α ARCH Response to squared shocks	0.1582	5.25***
β GARCH Volatility persistence	0.7297	15.12***

γ₁	-0.0393	-1.65*
γ₂	0.0465	1.30
γ₃	0.0336	1.22
γ₄	-0.0892	-3.30***
γ₅	0.0657	3.35***

V-Lab

TLT Percentage Price Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TLT Percentage Price Volatility Index Analyses