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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	-0.0027	-2.67
$α$	0.0377	34.95
$β$	0.9616	901.23
$γ$	0.3832	12.79

V-Lab

10Y US Treasury 10 Year Zero Coupon Yield Continuously Compounded AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.91% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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