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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	10.7026	39.98***
α ARCH Response to squared shocks	0.1320	31.15***
β GARCH Volatility persistence	0.5822	137.25***
γ leverage Additional response to negative shocks	-4.1380	-19.34***

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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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