iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:112.53% (-7.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2803 | 30.08 | |
| 0.6037 | 45.00 | |
| -0.2425 | -24.15 | |
| 0.0127 | 0.34 | |
| 0.0042 | 1.94 | |
| 0.9958 | 382.28 |
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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