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{type} for {date}

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	param	t-stat
$ω$	0.6970	11.08
$α$	0.1388	4.43
$β$	0.7004	9.64
$γ_{1}$	-0.0041	-4.64

V-Lab

iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:100.24% (-4.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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