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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)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-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

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

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News Impact Curve

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