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	param	t-stat
$ω$	0.3003	13.95
$α$	0.2772	10.53
$β$	0.8950	112.87
$γ$	0.0567	3.10

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:67.84% (-7.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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