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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	12.22***
α ARCH Response to squared shocks	0.0391	18.69***
β GARCH Volatility persistence	0.9560	623.23***
γ leverage Additional response to negative shocks	0.0017	0.48

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

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News Impact Curve

Volatility Forecast

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