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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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{type} for {date}

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	param	t-stat
$ω$	0.0164	15.47
$α$	0.1693	31.27
$β$	0.9963	3,354.56
$γ$	-0.0432	-12.55

V-Lab

1Y US Treasury 1 Year Zero Coupon Yield Continuously Compounded EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.21% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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