iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:71.53% (-5.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7466 | 7.60 | |
| 0.1251 | 20.26 | |
| 0.8193 | 121.88 | |
| -0.3763 | -12.90 | |
| 1.6720 | 20.83 |
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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