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	param	t-stat
$m$	126
$α$	0.1177	18.47
$β$	0.8595	75.17
$γ$	-0.1177	-18.19
$λ_{1}$	0.1620	1.09
$λ_{2}$	0.0085	1.58
$λ_{3}$	0.9884	126.01

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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