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	param	t-stat
$m$	61
$α$	0.1698	19.65
$β$	0.8077	70.82
$γ$	-0.1420	-15.70
$λ_{1}$	0.0103	0.56
$λ_{2}$	0.0030	3.01
$λ_{3}$	0.9970	838.56

V-Lab

iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

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