CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.71% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9182 | 14.84 | |
| 0.1194 | 19.94 | |
| 0.7491 | 57.50 |
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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