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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9594	7.50***
α ARCH Response to squared shocks	0.1528	5.07***
β GARCH Volatility persistence	0.7423	15.08***

γ₁	-0.0401	-1.67*
γ₂	0.0487	1.35
γ₃	0.0297	1.07
γ₄	-0.0838	-3.11***
γ₅	0.0613	3.15***

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