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	param	t-stat
$ω$	5.0000	22.82
$α$	0.2135	15.83
$β$	0.7543	93.01
$γ$	-0.1831	-12.27

V-Lab

iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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