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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2798	12.24***
α ARCH Response to squared shocks	0.1176	13.27***
β GARCH Volatility persistence	0.9266	187.53***
γ leverage Additional response to negative shocks	0.1170	15.92***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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