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	param	t-stat
$ω$	0.7599	12.11
$α$	0.0890	4.72
$β$	0.7446	14.67
$γ_{1}$	-0.0039	-1.15

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

Volatility Prediction for Tuesday, February 17th, 2026:114.37% (-5.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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