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

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

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0023	13.81
$α$	0.2408	22.43
$β$	0.7569	102.43

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Bloomberg Global High Yield Total Return Index Value Hedged USD GARCH Volatility Analysis

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