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	param	t-stat
$ω$	3.6529	16.75
$α$	0.1360	24.30
$β$	0.7209	61.50

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

Volatility Prediction for Wednesday, February 11th, 2026:86.74% (-5.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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