iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:74.99% (-5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8513 | 9.09 | |
| 0.1711 | 5.50 | |
| 0.7087 | 14.67 | |
| 0.0117 | 1.50 | |
| -0.0194 | -1.96 |
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 Zero Slope Spline-GARCH Analyses on Volatility Indices