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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0066	7.86***
α ARCH Response to squared shocks	0.0429	6.83***
β GARCH Volatility persistence	0.8541	99.49***
γ leverage Additional response to negative shocks	0.1755	6.03***

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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