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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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	param	t-stat
$m$	86
$α$	0.0163	14.09
$β$	0.9355	456.14
$γ$	0.0429	23.64
$λ_{1}$	0.0949	13.10
$λ_{2}$	0.9988	158.04
$λ_{3}$	0.0000	0.00

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

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