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	param	t-stat
$ω$	1.4313	5.14
$α$	0.1112	1.45
$β$	0.8267	8.91
$γ_{1}$	0.0645	2.53

V-Lab

BondBloxx CCC-Rated USD High Yield Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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