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	param	t-stat
$ω$	0.9866	9.74
$α$	0.1323	3.93
$β$	0.7431	10.83
$γ_{1}$	0.0063	1.77

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

Volatility Prediction for Thursday, February 12th, 2026:73.00% (-2.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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