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	param	t-stat
$ω$	11.0681	40.04
$α$	0.1351	30.44
$β$	0.5723	129.97
$γ$	-4.0196	-18.48

V-Lab

CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:123.13% (-21.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) Analyses