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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7233	15.66***
α ARCH Response to squared shocks	0.1280	5.31***
β GARCH Volatility persistence	0.6270	11.23***

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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