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	param	t-stat
$ω$	4.7298	17.90
$α$	0.1516	13.66
$β$	0.8105	104.16
$γ$	-0.1378	-9.30

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

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News Impact Curve

Volatility Forecast

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