iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.93% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.3428 | 7.59 | |
| 0.0919 | 21.18 | |
| 0.9562 | 169.96 | |
| 4.4338 | 7.21 |
Estimation Period:
Mar 5, 2012 to Feb 6, 2026
Mar 5, 2012 to Feb 6, 2026
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