iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:73.56% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7767 | 16.40 | |
| 0.1766 | 4.97 | |
| 0.6047 | 7.79 | |
| -0.0028 | -4.16 |
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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