iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility) EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:74.03% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2368 | 11.24 | |
| 0.1530 | 18.42 | |
| 0.9253 | 166.96 | |
| 0.1208 | 14.92 |
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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