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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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CBOE 1-Day Volatility Index

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	param	t-stat
$m$	86
$α$	0.0157	10.26
$β$	0.9095	266.88
$γ$	0.0663	21.29
$λ_{1}$	0.1220	4.63
$λ_{2}$	0.9366	7.26
$λ_{3}$	0.0610	0.46

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2Y US Treasury 2 Year Zero Coupon Yield Continuously Compounded MF2-GARCH Volatility Analysis

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