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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$m$	21
$α$	0.0156	6.15
$β$	0.9730	428.61
$γ$	0.0176	12.66
$λ_{1}$	0.0481	0.21
$λ_{2}$	0.2998	0.22
$λ_{3}$	0.0000	0.00

V-Lab

Bloomberg US Universal Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bloomberg US Universal Bond Index Total Return Value Unhedged USD Analyses