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	param	t-stat
$ω$	0.7167	15.57
$α$	0.1285	5.28
$β$	0.6206	10.83
$γ_{1}$	-0.0034	-4.79

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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