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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	-0.0128	-5.61
$α$	0.2163	24.60
$β$	0.9841	481.45
$γ$	-0.1006	-11.82

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

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