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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

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	param	t-stat
$ω$	1.1999	9.46
$α$	0.0410	7.99
$β$	0.9507	159.67
$γ_{1}$	0.0004	2.09

V-Lab

Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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