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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
$ω$	0.1218	4.81
$α$	0.0336	27.42
$β$	0.9954	1,247.36
$ν$	7.0932	4.33

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Bloomberg Global Aggregate Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis

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