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	param	t-stat
$ω$	19.7043	7.59
$α$	0.0930	21.89
$β$	0.9575	174.70
$ν$	4.4712	7.38

V-Lab

iTraxx/CBOE Europe Main 6-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 6-Month Volatility Index (BP Volatility) Analyses