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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
$ω$	1.1738	3.22
$α$	0.0572	9.70
$β$	0.9425	158.94
$γ_{1}$	-0.0007	-1.74

V-Lab

3Y US Treasury 3 Year Zero Coupon Yield Continuously Compounded Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.34% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 3Y US Treasury 3 Year Zero Coupon Yield Continuously Compounded Analyses