CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:123.71% (-16.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 49.4279 | 13.08 | |
| 0.1140 | 12.36 | |
| 0.8647 | 82.18 | |
| 4.8674 | 4.10 |
Estimation Period:
Mar 5, 2012 to Feb 6, 2026
Mar 5, 2012 to Feb 6, 2026
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