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	param	t-stat
$ω$	0.7339	9.29
$α$	0.1383	4.62
$β$	0.7088	10.08
$γ_{1}$	-0.0013	-0.33

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:106.79% (+3.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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