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	param	t-stat
$ω$	22.9280	12.38
$α$	0.1141	14.94
$β$	0.8974	98.48
$ν$	4.9463	5.08

V-Lab

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:80.41% (+6.35%)

Date Range:

Parameter Estimates

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