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{type} for {date}

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	param	t-stat
$m$	91
$α$	0.1836	13.67
$β$	0.8131	45.27
$γ$	-0.1493	-10.86
$λ_{1}$	10.0000	0.05
$λ_{2}$	0.0928	0.05
$λ_{3}$	0.3357	0.03

V-Lab

iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:55.94% (+4.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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