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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0007	21.23
$α$	0.1458	38.52
$β$	0.8406	236.34

V-Lab

Bloomberg US Municipal Bond Index Total Return Value Unhedged USD GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:1.62% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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