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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.4460	26.50***
α ARCH Response to squared shocks	0.1482	29.07***
β GARCH Volatility persistence	0.6722	94.63***
γ leverage Additional response to negative shocks	-3.7187	-27.39***

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iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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