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	param	t-stat
$ω$	0.1639	9.04
$α$	0.1344	16.62
$β$	0.9496	195.78
$γ$	0.1034	13.66

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:83.12% (-4.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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