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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.1516	-3.97***
α ARCH Response to squared shocks	0.0256	1.00
β GARCH Volatility persistence	0.9420	16.81***
γ leverage Additional response to negative shocks	-0.2380	-13.56***

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Columbia Corporate Bond ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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