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

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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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	param	t-stat
$ω$	0.0002	10.67
$α$	0.0646	31.75
$β$	0.9332	458.35

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Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:5.85% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

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