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	param	t-stat
$ω$	0.6928	11.07
$α$	0.1407	4.62
$β$	0.7035	10.21
$γ_{1}$	-0.0040	-4.76

V-Lab

iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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