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	param	t-stat
$m$	126
$α$	0.1443	28.79
$β$	0.7945	70.74
$γ$	-0.1361	-12.32
$λ_{1}$	0.5704	1.19
$λ_{2}$	0.0291	1.70
$λ_{3}$	0.9588	37.28

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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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