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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1170	18.06
$β$	0.8572	72.99
$γ$	-0.1170	-17.53
$λ_{1}$	0.1274	0.99
$λ_{2}$	0.0081	1.61
$λ_{3}$	0.9897	140.46

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:146.05% (-6.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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