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	param	t-stat
$ω$	1.3870	12.41
$α$	0.1778	13.25
$β$	0.8155	61.95
$γ$	-0.1455	-7.45

V-Lab

iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility) GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:54.10% (-2.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility) Analyses