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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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	param	t-stat
$ω$	0.8950	7.20
$α$	0.0407	7.52
$β$	0.9504	156.43
$γ_{1}$	0.0012	1.34

V-Lab

Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:10.76% (+0.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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