CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:118.09% (-6.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.35 | |
| 0.0858 | 19.69 | |
| 0.8019 | 85.09 |
Estimation Period:
Mar 5, 2012 to Feb 6, 2026
Mar 5, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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