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{type} for {date}

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	param	t-stat
$ω$	1.8342	14.08
$α$	0.1598	15.13
$β$	0.8325	76.48
$γ$	-0.1490	-10.30

V-Lab

iTraxx/CBOE Europe Crossover 3-Month Volatility Index (BP Volatility) GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:68.56% (+4.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iTraxx/CBOE Europe Crossover 3-Month Volatility Index (BP Volatility) Analyses