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	param	t-stat
$m$	31
$α$	0.2079	19.94
$β$	0.7139	52.18
$γ$	-0.1086	-8.52
$λ_{1}$	0.0864	2.23
$λ_{2}$	0.0190	3.62
$λ_{3}$	0.9771	154.05

V-Lab

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:90.90% (+1.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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