iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:82.02% (-4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9621 | 28.25 | |
| 0.1387 | 33.29 | |
| 0.7410 | 111.68 | |
| -2.9475 | -11.95 |
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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