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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0319	-6.01***
α ARCH Response to squared shocks	0.2209	12.29***
β GARCH Volatility persistence	0.9706	282.31***
γ leverage Additional response to negative shocks	-0.1180	-8.78***

V-Lab

BondBloxx CCC-Rated USD High Yield Corporate Bond ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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