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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0015	18.95***
α ARCH Response to squared shocks	0.1103	25.52***
β GARCH Volatility persistence	0.8070	236.24***
γ leverage Additional response to negative shocks	0.1532	14.24***

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ICE BofA BB US High Yield Index GJR-GARCH Volatility Analysis

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