CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:97.20% (-8.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7637 | 16.42 | |
| 0.1255 | 24.80 | |
| 0.8360 | 159.03 | |
| -0.9322 | -8.03 |
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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