iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility) Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:104.42% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7346 | 15.91 | |
| 0.2050 | 5.78 | |
| 0.4784 | 5.77 | |
| -0.0005 | -0.19 |
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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