iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:110.51% (-7.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5805 | 7.14 | |
| 0.0659 | 3.06 | |
| 0.8753 | 125.31 | |
| -1.0000 | -1.93 | |
| 1.1797 | 19.67 |
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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