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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	17.91***
α ARCH Response to squared shocks	0.0370	17.64***
β GARCH Volatility persistence	0.9550	682.17***
γ leverage Additional response to negative shocks	0.0017	0.51

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Bloomberg US Government/Credit 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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