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	param	t-stat
$ω$	1.2000	4.89
$α$	0.1332	3.64
$β$	0.7729	10.75
$γ_{1}$	0.0241	1.63
$γ_{2}$	-0.0421	-1.49

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:55.37% (+1.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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