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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0067	7.89***
α ARCH Response to squared shocks	0.0426	6.77***
β GARCH Volatility persistence	0.8529	98.58***
γ leverage Additional response to negative shocks	0.1792	6.13***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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