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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2407	6.44***
α ARCH Response to squared shocks	0.0573	16.44***
β GARCH Volatility persistence	0.9221	202.43***
γ leverage Additional response to negative shocks	-1.0000	-14.69***
δ power Transformation power	0.9913	14.65***

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CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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