CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:91.79% (-5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7105 | 14.05 | |
| 0.1099 | 20.68 | |
| 0.8578 | 142.45 |
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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