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	param	t-stat
$ω$	0.8231	13.01
$α$	0.1186	4.95
$β$	0.7349	13.61
$γ_{1}$	-0.0019	-2.41

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CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:88.67% (-7.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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