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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)

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CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	0.0006	13.98
$α$	0.0385	19.76
$β$	0.9512	581.44
$γ$	0.0115	2.88

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Bloomberg Global Aggregate Credit Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis

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News Impact Curve

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