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{type} for {date}

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	param	t-stat
$m$	61
$α$	0.1670	19.04
$β$	0.8062	66.33
$γ$	-0.1411	-15.15
$λ_{1}$	0.0098	0.49
$λ_{2}$	0.0028	2.77
$λ_{3}$	0.9972	811.36

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:102.57% (-3.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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