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CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	0.0010	10.19
$α$	0.0359	15.79
$β$	0.9608	607.35
$γ$	-0.0001	-0.03

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Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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