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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
$ω$	0.0051	6.34
$α$	0.0963	39.30
$β$	0.9981	3,418.21
$γ$	-0.0332	-14.80

V-Lab

5Y US Treasury 5 Year Zero Coupon Yield Continuously Compounded EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.48% (-0.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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