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	param	t-stat
$ω$	0.9581	7.64
$α$	0.1577	5.24
$β$	0.7303	15.14
$γ_{1}$	-0.0392	-1.62
$γ_{2}$	0.0451	1.23
$γ_{3}$	0.0368	1.31
$γ_{4}$	-0.0920	-3.36
$γ_{5}$	0.0667	3.36

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