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	param	t-stat
$ω$	25.1309	15.92
$α$	0.1177	15.21
$β$	0.8906	119.70
$ν$	5.8714	4.19

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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