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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
$m$	86
$α$	0.0155	13.46
$β$	0.9355	450.64
$γ$	0.0437	23.85
$λ_{1}$	0.0922	12.79
$λ_{2}$	0.9982	160.40
$λ_{3}$	0.0000	0.00

V-Lab

5Y US Treasury 5 Year Zero Coupon Yield Continuously Compounded MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.32% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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