iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility) GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.56% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1700 | 21.31 | |
| 0.2161 | 15.82 | |
| 0.7396 | 78.05 | |
| -0.1816 | -11.70 |
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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