iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:101.09% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.51 | |
| 0.1378 | 20.93 | |
| 0.7393 | 71.31 |
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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