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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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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.0665	12.93
$β$	0.7226	42.86
$γ$	0.0973	12.16
$λ_{1}$	0.0126	2.21
$λ_{2}$	0.0956	2.96
$λ_{3}$	0.9045	26.85

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:14.79% (-1.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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