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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

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0575	10.90
$α$	0.0435	31.73
$β$	0.9933	1,445.87
$ν$	11.1531	3.44

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Bloomberg Global Aggregate Corporate Total Return Index Hedged USD GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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