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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.7564	17.93***
α ARCH Response to squared shocks	0.1508	13.61***
β GARCH Volatility persistence	0.8104	103.82***
γ leverage Additional response to negative shocks	-0.1371	-9.25***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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