CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility) APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:91.99% (-4.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3153 | 6.57 | |
| 0.1062 | 17.96 | |
| 0.8796 | 149.47 | |
| -0.2139 | -7.28 | |
| 1.5513 | 21.38 |
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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