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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)

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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
$ω$	0.1139	5.71
$α$	0.0372	37.96
$β$	0.9960	1,513.61
$ν$	7.3987	5.52

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Bloomberg Global Aggregate Credit 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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