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	param	t-stat
$ω$	0.7472	13.30
$α$	0.1313	5.32
$β$	0.6092	10.20
$γ_{1}$	-0.0012	-0.39

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

Volatility Prediction for Wednesday, February 11th, 2026:132.03% (-10.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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