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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0010	3.86***
α ARCH Response to squared shocks	0.0245	2.11**
β GARCH Volatility persistence	0.9397	103.08***
γ leverage Additional response to negative shocks	0.0415	1.99**

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Schwab Core Bond ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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