iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:72.06% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.2226 | 24.90 | |
| 0.7247 | 64.33 | |
| -0.1894 | -18.09 | |
| 0.0158 | 0.64 | |
| 0.0019 | 1.81 | |
| 0.9975 | 534.88 |
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 MF2-GARCH Analyses on Volatility Indices