CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:113.98% (-9.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9434 | 7.54 | |
| 0.1518 | 5.90 | |
| 0.6562 | 13.55 | |
| 0.1618 | 1.71 | |
| -0.2660 | -1.82 | |
| 0.2893 | 2.53 | |
| -0.4066 | -3.82 | |
| 0.4240 | 4.66 | |
| -0.3107 | -4.65 |
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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