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	param	t-stat
$ω$	0.6338	13.18
$α$	0.1355	13.44
$β$	0.8706	154.67
$γ$	-0.0716	-5.33

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

Volatility Prediction for Tuesday, February 10th, 2026:99.46% (-4.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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