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	param	t-stat
$ω$	49.7411	12.85
$α$	0.1126	12.86
$β$	0.8772	88.75
$ν$	4.9688	4.19

V-Lab

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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