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

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CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0002	12.89
$α$	0.0540	18.85
$β$	0.9283	441.00
$γ$	0.0314	5.94

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:6.10% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY Analyses