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	param	t-stat
$ω$	0.8424	9.19
$α$	0.1740	5.69
$β$	0.7048	14.81
$γ_{1}$	0.0108	1.47
$γ_{2}$	-0.0181	-1.96

V-Lab

iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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