CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:123.62% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2253 | 6.23 | |
| 0.0565 | 17.51 | |
| 0.9248 | 207.49 | |
| -1.0000 | -16.19 | |
| 0.9802 | 14.33 |
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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