iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.86% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3921 | 21.17 | |
| 0.1647 | 28.20 | |
| 0.7446 | 111.53 | |
| -1.6601 | -17.83 |
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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