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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

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2461	3.44
$α$	0.1619	6.59
$β$	0.7852	26.80
$γ_{1}$	1.1854	4.29
$γ_{2}$	-2.0866	-5.02
$γ_{3}$	1.5856	5.55
$γ_{4}$	-0.9887	-4.17
$γ_{5}$	0.6333	3.07
$γ_{6}$	-0.6350	-2.93
$γ_{7}$	0.3494	2.01

V-Lab

Bondbloxx USD High Yield Sector Rotation Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:4.81% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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