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	param	t-stat
$ω$	24.9114	16.14
$α$	0.1151	14.82
$β$	0.8853	115.31
$ν$	5.8036	4.03

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

Volatility Prediction for Tuesday, February 10th, 2026:88.96% (-6.47%)

Date Range:

Parameter Estimates

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