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	param	t-stat
$ω$	0.9583	7.62
$α$	0.1580	5.24
$β$	0.7305	15.15
$γ_{1}$	-0.0393	-1.61
$γ_{2}$	0.0449	1.22
$γ_{3}$	0.0376	1.33
$γ_{4}$	-0.0926	-3.37
$γ_{5}$	0.0667	3.34

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