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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)

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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
$ω$	-0.0176	-14.20
$α$	0.0760	31.47
$β$	0.9923	2,004.73
$γ$	0.0123	5.43

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Bloomberg US Aggregate: Government-Related Total Return Index Unhedged USD EGARCH Volatility Analysis

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