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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
$m$	126
$α$	0.0199	18.44
$β$	0.9618	1,011.32
$γ$	0.0362	20.34
$λ_{1}$	0.0036	27.88
$λ_{2}$	0.0000	0.05
$λ_{3}$	0.9999	4,694.52

V-Lab

7Y US Treasury 7 Year Zero Coupon Yield Continuously Compounded MF2-GARCH Volatility Analysis

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