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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)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0004	14.73
$α$	0.0551	31.72
$β$	0.9396	485.85
$γ$	0.0128	2.54

V-Lab

Bloomberg US Intermediate Credit Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:10.32% (+8.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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