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	param	t-stat
$ω$	41.6193	14.19
$α$	0.1115	17.08
$β$	0.9041	110.64
$ν$	5.4343	4.78

V-Lab

iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) Analyses