CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:89.44% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.6246 | 7.52 | |
| 0.1055 | 21.51 | |
| 0.9569 | 175.58 | |
| 4.7637 | 6.91 |
Estimation Period:
Mar 5, 2012 to Feb 6, 2026
Mar 5, 2012 to Feb 6, 2026
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