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	param	t-stat
$ω$	1.1601	4.94
$α$	0.1301	3.61
$β$	0.7804	10.74
$γ_{1}$	0.0163	1.47
$γ_{2}$	-0.0216	-1.62

V-Lab

iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:60.40% (+1.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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