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	param	t-stat
$m$	126
$α$	0.1482	21.86
$β$	0.8490	85.41
$γ$	-0.1315	-17.19
$λ_{1}$	0.0340	1.53
$λ_{2}$	0.0032	2.68
$λ_{3}$	0.9956	522.88

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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