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	param	t-stat
$ω$	0.1168	12.33
$α$	0.2120	21.65
$β$	0.9634	300.97
$γ$	0.0501	5.88

V-Lab

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility) EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:89.96% (-3.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility) Analyses