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	param	t-stat
$ω$	49.7885	12.76
$α$	0.1130	12.84
$β$	0.8770	87.62
$ν$	4.9518	4.20

V-Lab

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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