iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility) APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:71.41% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7506 | 6.64 | |
| 0.0807 | 15.26 | |
| 0.8414 | 109.20 | |
| -0.7027 | -12.39 | |
| 1.3998 | 18.08 |
Estimation Period:
Mar 5, 2012 to Feb 6, 2026
Mar 5, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility) Analyses
Other APARCH Analyses on Volatility Indices