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CBOE 1-Day Volatility Index

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	param	t-stat
$m$	21
$α$	0.1243	25.83
$β$	0.6423	51.22
$γ$	0.1569	20.15
$λ_{1}$	0.0008	4.53
$λ_{2}$	0.0768	6.17
$λ_{3}$	0.9157	64.20

V-Lab

Bloomberg Global High-Yield Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis

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News Impact Curve

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