CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:125.38% (-3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8316 | 5.45 | |
| 0.0626 | 5.72 | |
| 0.8611 | 108.12 | |
| -0.9685 | -4.49 | |
| 1.2163 | 14.46 |
Estimation Period:
Mar 5, 2012 to Feb 13, 2026
Mar 5, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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