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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.0803	5.72***
β GARCH Volatility persistence	0.8455	37.96***
γ leverage Additional response to negative shocks	0.2867	6.52***

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Columbia Corporate Bond ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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