CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:88.66% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8791 | 9.81 | |
| 0.1400 | 5.48 | |
| 0.6486 | 11.34 | |
| 0.0094 | 1.39 | |
| -0.0154 | -1.79 |
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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