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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9015	7.25***
α ARCH Response to squared shocks	0.0980	28.90***
β GARCH Volatility persistence	0.9965	1,773.19***
ν DF Student-t tail thickness	5.7585	6.24***

V-Lab

BondBloxx CCC-Rated USD High Yield Corporate Bond ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other BondBloxx CCC-Rated USD High Yield Corporate Bond ETF Analyses