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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)

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
$ω$	0.0003	10.63
$α$	0.1020	16.22
$β$	0.8866	278.98
$γ$	0.0077	0.82

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

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News Impact Curve

Volatility Forecast

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