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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
$ω$	0.0008	18.33
$α$	0.0410	30.28
$β$	0.9503	607.98
$γ$	0.0174	2.59

V-Lab

Bloomberg US Government/Credit Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:3.39% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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