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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.7405	17.88***
α ARCH Response to squared shocks	0.1499	13.57***
β GARCH Volatility persistence	0.8112	103.84***
γ leverage Additional response to negative shocks	-0.1366	-9.23***

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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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