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	param	t-stat
$ω$	0.0768	3.40
$α$	0.0563	11.83
$β$	0.9802	241.80
$γ$	0.1082	20.38

V-Lab

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:123.05% (+1.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) Analyses