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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1472	20.75
$β$	0.8437	80.18
$γ$	-0.1285	-16.12
$λ_{1}$	0.0214	1.05
$λ_{2}$	0.0031	2.67
$λ_{3}$	0.9963	555.33

V-Lab

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:95.28% (-2.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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