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	param	t-stat
$ω$	1.4819	12.19
$α$	0.1423	14.37
$β$	0.8639	112.41
$γ$	-0.1317	-11.17

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CDX/CBOE NA Investment Grade 3-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 3-Month Volatility Index (BP Volatility) Analyses