CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:137.16% (-17.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7167 | 15.59 | |
| 0.1308 | 5.19 | |
| 0.6023 | 9.92 | |
| -0.0036 | -4.77 |
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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