iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:97.01% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5525 | 15.21 | |
| 0.1205 | 21.42 | |
| 0.7970 | 82.69 |
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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