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	param	t-stat
$ω$	0.8342	10.11
$α$	0.1661	6.24
$β$	0.6930	18.06
$γ_{1}$	0.0097	2.63

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

Volatility Prediction for Wednesday, February 11th, 2026:106.15% (-8.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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