CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:134.94% (-5.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6464 | 10.93 | |
| 0.1123 | 11.50 | |
| 0.8880 | 134.24 | |
| -0.1123 | -10.52 |
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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