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{type} for {date}

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	param	t-stat
$ω$	3.0186	16.30
$α$	0.1648	16.08
$β$	0.8285	101.89
$γ$	-0.1367	-10.67

V-Lab

iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:96.65% (+4.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) Analyses