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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	17.43***
α ARCH Response to squared shocks	0.0853	20.05***
β GARCH Volatility persistence	0.8027	86.05***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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