CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:133.25% (-15.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4213 | 29.38 | |
| 0.1189 | 28.22 | |
| 0.7082 | 91.92 | |
| -2.9469 | -11.21 |
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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