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	param	t-stat
$m$	126
$α$	0.1178	18.50
$β$	0.8600	75.61
$γ$	-0.1178	-18.24
$λ_{1}$	0.1759	1.11
$λ_{2}$	0.0088	1.56
$λ_{3}$	0.9879	119.63

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CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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