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	param	t-stat
$m$	81
$α$	0.1655	14.89
$β$	0.8304	41.07
$γ$	-0.1563	-13.29
$λ_{1}$	4.4946	0.02
$λ_{2}$	0.0071	0.02
$λ_{3}$	0.7960	0.09

V-Lab

iTraxx/CBOE Europe Crossover 3-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:64.66% (+1.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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