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

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	param	t-stat
$m$	56
$α$	0.8847	8,846,840.00
$β$	0.0000	100.00
$γ$	0.2306	2,306,130.00
$λ_{1}$	0.0055	6.04
$λ_{2}$	0.4377	11.73
$λ_{3}$	0.0000	0.00

V-Lab

Bloomberg China Treasury + Policy Bank Bond Index Total Return Unhedged CNY MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:0.55% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

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