iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:66.83% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8928 | 23.64 | |
| 0.1447 | 26.74 | |
| 0.7005 | 81.98 | |
| -2.4686 | -20.63 |
Estimation Period:
Mar 5, 2012 to Feb 13, 2026
Mar 5, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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