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	param	t-stat
$ω$	1.1875	2.23
$α$	0.2727	4.46
$β$	0.5280	6.56
$γ_{1}$	1.2255	0.41
$γ_{2}$	-1.9054	-0.47
$γ_{3}$	1.0870	0.58
$γ_{4}$	0.1532	0.10
$γ_{5}$	-3.2792	-2.05
$γ_{6}$	7.7674	4.05
$γ_{7}$	-9.8117	-4.61
$γ_{8}$	8.9799	4.28
$γ_{9}$	-7.6358	-3.26
$γ_{10}$	5.3931	1.86

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Xtrackers Bloomberg US Investment Grade Corporate ESG ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Xtrackers Bloomberg US Investment Grade Corporate ESG ETF Analyses