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

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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CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	-0.0271	-4.03
$α$	0.2793	15.71
$β$	0.9835	608.98
$γ$	-0.0429	-1.80

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State Street SPDR Bloomberg Investment Grade Floating Rate ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.28% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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