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	param	t-stat
$ω$	0.9580	7.65
$α$	0.1589	5.28
$β$	0.7277	15.11
$γ_{1}$	-0.0392	-1.60
$γ_{2}$	0.0441	1.20
$γ_{3}$	0.0391	1.38
$γ_{4}$	-0.0942	-3.41
$γ_{5}$	0.0675	3.37

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