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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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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

Volatility Prediction for Friday, January 23rd, 2026:2.84% (+0.14%)

Date Range:

Parameter Estimates

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