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	param	t-stat
$ω$	0.1445	6.02
$α$	0.2117	59.07
$β$	0.9854	420.73
$ν$	5.0093	24.93

V-Lab

Bloomberg US Corporate High-Yield Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bloomberg US Corporate High-Yield Bond Index Total Return Value Unhedged USD Analyses