CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:81.33% (-5.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2079 | 24.27 | |
| 0.7066 | 49.14 | |
| -0.1464 | -11.48 | |
| 0.5634 | 1.14 | |
| 0.0141 | 1.46 | |
| 0.9613 | 35.06 |
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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