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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7343	5.06***
α ARCH Response to squared shocks	0.1296	1.71*
β GARCH Volatility persistence	0.8173	9.41***

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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