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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)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

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

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0026	5.40
$α$	0.0230	20.60
$β$	0.9618	931.08
$γ$	0.0289	9.72

V-Lab

20Y US Treasury 20 Year Zero Coupon Yield Continuously Compounded GJR-GARCH Volatility Analysis

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