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	param	t-stat
$ω$	3.9425	33.33
$α$	0.1693	32.66
$β$	0.6227	162.57
$γ$	-2.2768	-17.06

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:73.13% (-8.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility) Analyses