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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	12.43***
α ARCH Response to squared shocks	0.0367	19.20***
β GARCH Volatility persistence	0.9581	664.87***
γ leverage Additional response to negative shocks	0.0020	0.60

V-Lab

Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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