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

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iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility)

iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility)

iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility)

iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility)

iTraxx/CBOE Europe Crossover 3-Month Volatility Index (BP Volatility)

iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility)

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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CBOE Skew Index

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	param	t-stat
$ω$	0.0006	16.39
$α$	0.0425	18.31
$β$	0.9337	400.90
$γ$	0.0239	4.69

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Bloomberg Euro Aggregate Bond Index Total Return Value Unhedged EUR GJR-GARCH Volatility Analysis

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