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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0698	6.54***
α ARCH Response to squared shocks	0.1596	40.82***
β GARCH Volatility persistence	0.9811	350.52***
ν DF Student-t tail thickness	5.6912	13.27***

V-Lab

ICE BofA BB US High Yield Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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