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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0002	13.06***
α ARCH Response to squared shocks	0.0485	35.23***
β GARCH Volatility persistence	0.9474	626.97***
γ leverage Additional response to negative shocks	0.0121	2.74***

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Bloomberg US Intermediate Government/Credit Bond Index Total Return Unhedged USD AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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