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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0047	4.68***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8380	44.21***
γ leverage Additional response to negative shocks	0.2142	4.49***

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Columbia Corporate Bond ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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