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	param	t-stat
$ω$	0.4601	7.28
$α$	0.0676	11.28
$β$	0.8851	127.92
$γ$	-0.7419	-8.51
$δ$	1.3402	19.82

V-Lab

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

Volatility Prediction for Friday, February 20th, 2026:81.88% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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