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	param	t-stat
$ω$	0.3013	12.39
$α$	0.1236	13.07
$β$	0.9210	175.49
$γ$	0.1203	15.06

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:129.45% (+10.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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