iTraxx/CBOE Europe Crossover 3-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.59% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2358 | 23.59 | |
| 0.1315 | 33.75 | |
| 0.7563 | 88.64 | |
| -1.9754 | -9.25 |
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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