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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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

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

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CBOE Volatility Index

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

CBOE Skew Index

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	param	t-stat
$ω$	1.8987	4.27
$α$	0.1362	7.45
$β$	0.8468	46.50
$γ_{1}$	-0.0151	-0.51
$γ_{2}$	0.0590	1.42
$γ_{3}$	-0.0602	-2.90

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Bloomberg US HiYld RBI(SM) Series 1 Total Return Index Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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