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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0002	16.67***
α ARCH Response to squared shocks	0.0577	26.21***
β GARCH Volatility persistence	0.9347	594.59***
γ leverage Additional response to negative shocks	0.0105	2.95***

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ICE BofA AAA-A Emerging Markets Corporate Plus Index GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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