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	param	t-stat
$m$	121
$α$	0.2322	27.55
$β$	0.7714	104.54
$γ$	-0.1648	-15.41
$λ_{1}$	0.0062	0.91
$λ_{2}$	0.0031	4.71
$λ_{3}$	0.9969	1,088.31

V-Lab

iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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