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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	0.1196	5.98
$α$	0.0384	36.78
$β$	0.9955	1,392.32
$ν$	7.7520	4.99

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Bloomberg Global Aggregate Corporate Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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