CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:134.32% (-6.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1479 | 29.04 | |
| 0.7870 | 67.62 | |
| -0.1393 | -11.88 | |
| 0.5502 | 1.14 | |
| 0.0301 | 1.73 | |
| 0.9584 | 37.04 |
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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