iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:100.39% (-8.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6911 | 18.07 | |
| 0.2082 | 5.92 | |
| 0.4700 | 5.78 | |
| -0.0041 | -6.69 |
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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