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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

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	param	t-stat
$m$	126
$α$	0.0201	17.62
$β$	0.9622	901.82
$γ$	0.0345	19.49
$λ_{1}$	0.0025	24.63
$λ_{2}$	0.0000	0.04
$λ_{3}$	0.9999	3,745.03

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10Y US Treasury 10 Year Zero Coupon Yield Continuously Compounded MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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