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	param	t-stat
$ω$	46.0773	9.97
$α$	0.0878	11.62
$β$	0.9041	81.49
$ν$	4.7459	3.64

V-Lab

CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:116.53% (-7.28%)

Date Range:

Parameter Estimates

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