CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:79.22% (-11.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1896 | 17.89 | |
| 0.6558 | 29.57 | |
| -0.1023 | -7.54 | |
| 6.9671 | 0.55 | |
| 0.5671 | 0.56 | |
| 0.0000 | 0.00 |
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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