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	param	t-stat
$ω$	0.8179	10.20
$α$	0.1184	4.94
$β$	0.7348	13.59
$γ_{1}$	-0.0023	-0.63

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

Volatility Prediction for Tuesday, February 10th, 2026:88.28% (-7.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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