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	param	t-stat
$ω$	1.3029	21.35
$α$	0.2197	17.20
$β$	0.7957	129.65
$γ$	-0.1576	-9.99

V-Lab

iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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