iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:69.71% (-5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7582 | 20.41 | |
| 0.1774 | 23.05 | |
| 0.7378 | 80.58 |
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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