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	param	t-stat
$ω$	1.0000	4.49
$α$	0.1319	13.08
$β$	0.7920	58.70
$γ$	-0.1721	-4.39
$δ$	1.7543	13.83

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

Volatility Prediction for Thursday, February 12th, 2026:67.84% (-1.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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