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	param	t-stat
$ω$	1.0000	5.67
$α$	0.1239	12.42
$β$	0.7821	54.52
$γ$	-0.3815	-6.13
$δ$	1.4044	15.53

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

Volatility Prediction for Wednesday, February 11th, 2026:84.49% (-3.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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