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

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CBOE 3-Month Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.4551	3.53
$α$	0.2703	3.25
$β$	0.5213	6.68
$γ_{1}$	-1.2143	-2.99
$γ_{2}$	2.3345	3.92
$γ_{3}$	-1.4887	-3.61
$γ_{4}$	0.0017	0.01
$γ_{5}$	1.2287	3.45
$γ_{6}$	-1.9353	-4.58
$γ_{7}$	2.7871	4.16
$γ_{8}$	-3.3126	-4.13
$γ_{9}$	2.4666	6.16
$γ_{10}$	-1.1731	-3.65

V-Lab

State Street SPDR Bloomberg Investment Grade Floating Rate ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.70% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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