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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9561	7.69***
α ARCH Response to squared shocks	0.1588	5.33***
β GARCH Volatility persistence	0.7267	15.25***

γ₁	-0.0392	-1.66*
γ₂	0.0458	1.29
γ₃	0.0359	1.31
γ₄	-0.0942	-2.98***
γ₅	0.0777	1.20

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TLT Percentage Price Volatility Index Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other TLT Percentage Price Volatility Index Analyses