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	param	t-stat
$ω$	5.0000	18.20
$α$	0.1554	13.50
$β$	0.8022	99.69
$γ$	-0.1415	-8.96

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:134.32% (-10.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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