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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
$ω$	0.0006	18.33
$α$	0.0380	17.77
$β$	0.9429	497.04
$γ$	0.0197	4.36

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Bloomberg Global Aggregate Corporate Total Return Index Hedged USD GJR-GARCH Volatility Analysis

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