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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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	param	t-stat
$m$	26
$α$	0.0697	13.79
$β$	0.7160	41.81
$γ$	0.0949	11.97
$λ_{1}$	0.0130	2.21
$λ_{2}$	0.0972	2.94
$λ_{3}$	0.9028	26.14

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1Y US Treasury 1 Year Zero Coupon Yield Continuously Compounded MF2-GARCH Volatility Analysis

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