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	param	t-stat
$ω$	40.7245	10.01
$α$	0.0929	16.92
$β$	0.9359	144.47
$ν$	5.0288	4.85

V-Lab

iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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