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	param	t-stat
$ω$	49.5596	12.89
$α$	0.1135	12.92
$β$	0.8765	88.51
$ν$	4.9633	4.23

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