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	param	t-stat
$ω$	1.8018	20.53
$α$	0.1128	31.00
$β$	0.7914	108.96
$γ$	-2.4901	-11.78

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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:86.21% (-5.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility) Analyses