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	param	t-stat
$m$	126
$α$	0.1176	18.51
$β$	0.8606	74.96
$γ$	-0.1176	-18.33
$λ_{1}$	0.2310	1.16
$λ_{2}$	0.0098	1.48
$λ_{3}$	0.9857	98.16

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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

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