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	param	t-stat
$ω$	0.7224	15.65
$α$	0.1282	5.31
$β$	0.6255	11.14
$γ_{1}$	-0.0033	-4.70

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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