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

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

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

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CBOE 3-Month Volatility Index

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	param	t-stat
$ω$	0.0566	5.23
$α$	0.0532	6.98
$β$	0.9990	115.22
$ν$	5.4103	2.09

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Flexshares ESG & Climate High Yield Corporate Core Index Fund GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Flexshares ESG & Climate High Yield Corporate Core Index Fund Analyses