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	param	t-stat
$ω$	1.0264	5.39
$α$	0.1285	4.33
$β$	0.7699	11.43
$γ_{1}$	0.0168	1.24
$γ_{2}$	-0.0371	-1.46

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:58.73% (+0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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