iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:74.56% (-5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1905 | 16.80 | |
| 0.2294 | 25.44 | |
| 0.9367 | 263.28 | |
| 0.1076 | 13.43 |
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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