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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0822	3.59***
α ARCH Response to squared shocks	0.0574	12.04***
β GARCH Volatility persistence	0.9788	237.79***
γ leverage Additional response to negative shocks	0.1108	21.41***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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