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	param	t-stat
$m$	126
$α$	0.2741	30.37
$β$	0.6199	48.78
$γ$	-0.2375	-24.58
$λ_{1}$	0.0143	0.40
$λ_{2}$	0.0046	2.10
$λ_{3}$	0.9954	377.32

V-Lab

iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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