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

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	param	t-stat
$ω$	-0.0008	-3.44
$α$	0.1129	30.62
$β$	0.8897	284.88
$γ$	0.1593	18.68

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Bloomberg US HiYld RBI(SM) Series 1 Total Return Index Unhedged USD AGARCH Volatility Analysis

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