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	param	t-stat
$ω$	16.4153	12.13
$α$	0.1213	17.75
$β$	0.9039	115.49
$ν$	4.5282	6.94

V-Lab

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:71.38% (+6.75%)

Date Range:

Parameter Estimates

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