iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:70.71% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.2317 | 27.22 | |
| 0.7741 | 103.85 | |
| -0.1695 | -15.66 | |
| 0.0060 | 0.83 | |
| 0.0030 | 4.53 | |
| 0.9970 | 1,064.04 |
Estimation Period:
Mar 5, 2012 to Feb 6, 2026
Mar 5, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) Analyses
Other MF2-GARCH Analyses on Volatility Indices