CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:129.40% (-9.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 15.80 | |
| 0.0937 | 19.11 | |
| 0.8045 | 80.50 |
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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