iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:88.05% (-5.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2181 | 26.85 | |
| 0.1539 | 27.91 | |
| 0.6438 | 80.74 | |
| -3.6164 | -26.53 |
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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