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	param	t-stat
$ω$	1.5153	11.75
$α$	0.1384	13.61
$β$	0.8637	108.24
$γ$	-0.1268	-10.35

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

Volatility Prediction for Tuesday, February 10th, 2026:92.26% (-4.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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