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

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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)

CDX/CBOE NA Investment Grade 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
$ω$	2.1990	5.15
$α$	0.1348	7.35
$β$	0.8485	46.81
$γ_{1}$	0.0179	4.23

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

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