iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:103.26% (-5.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2097 | 9.33 | |
| 0.1150 | 14.52 | |
| 0.9431 | 194.14 | |
| 0.1259 | 19.50 |
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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