ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

CBOE Skew Index

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	param	t-stat
$m$	31
$α$	0.6975	6,975,280.00
$β$	0.0525	524,720.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.6254	8.22
$λ_{2}$	0.8820	8.63
$λ_{3}$	0.0000	0.00

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Bloomberg Global Aggregate Corporate Total Return Index Hedged USD MF2-GARCH Volatility Analysis

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