iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:84.06% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.4551 | 15.65 | |
| 0.1158 | 16.19 | |
| 0.8840 | 99.74 | |
| 5.3961 | 4.54 |
Estimation Period:
Mar 5, 2012 to Feb 6, 2026
Mar 5, 2012 to Feb 6, 2026
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