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	param	t-stat
$ω$	0.6801	17.85
$α$	0.2024	6.00
$β$	0.5027	6.57
$γ_{1}$	-0.0041	-6.93

V-Lab

iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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