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	param	t-stat
$ω$	2.4341	26.18
$α$	0.1778	29.12
$β$	0.6487	99.63
$γ$	-1.5659	-15.08

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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:66.40% (-8.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility) Analyses