iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:67.34% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5886 | 17.93 | |
| 0.1808 | 20.65 | |
| 0.6314 | 39.54 |
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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