iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility) Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:75.05% (-4.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8024 | 10.34 | |
| 0.1727 | 5.50 | |
| 0.7051 | 14.56 | |
| 0.0032 | 0.90 |
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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