iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:101.98% (-5.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8757 | 6.54 | |
| 0.0891 | 15.84 | |
| 0.8567 | 117.94 | |
| -0.5501 | -12.58 | |
| 1.4036 | 16.13 |
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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