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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

CBOE Skew Index

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	param	t-stat
$ω$	0.0084	13.06
$α$	0.0752	19.93
$β$	0.9126	249.54
$γ$	0.2383	13.76
$δ$	1.4495	22.84

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Bloomberg EM Local Currency Liquid Government Bond Index TR Unhedged USD APARCH Volatility Analysis

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