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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0009	24.19***
α ARCH Response to squared shocks	0.1018	25.41***
β GARCH Volatility persistence	0.8515	273.26***
γ leverage Additional response to negative shocks	0.0641	9.45***

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

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