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	param	t-stat
$ω$	2.6355	11.17
$α$	0.1150	11.89
$β$	0.8871	136.83
$γ$	-0.1150	-10.94

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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