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	param	t-stat
$ω$	0.0016	27.86
$α$	0.0876	25.79
$β$	0.8615	293.52
$γ$	0.0885	12.14

V-Lab

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

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News Impact Curve

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Other Bloomberg Global High-Yield Bond Index Total Return Value Unhedged USD Analyses