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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
$ω$	1.1108	3.80
$α$	0.0499	10.17
$β$	0.9497	191.50
$γ_{1}$	-0.0007	-1.68

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:16.54% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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