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	param	t-stat
$ω$	2.6463	11.20
$α$	0.1153	11.91
$β$	0.8867	136.21
$γ$	-0.1153	-10.96

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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

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