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{type} for {date}

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	param	t-stat
$ω$	0.9005	9.93
$α$	0.1378	5.45
$β$	0.6479	10.79
$γ_{1}$	0.0147	1.97
$γ_{2}$	-0.0290	-2.14

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:87.58% (-6.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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