CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.99% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7685 | 12.39 | |
| 0.1310 | 16.55 | |
| 0.7582 | 52.08 |
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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