iTraxx/CBOE Europe Crossover 3-Month Volatility Index (BP Volatility) APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.71% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.83 | |
| 0.0658 | 6.74 | |
| 0.8537 | 107.75 | |
| -0.6781 | -8.23 | |
| 1.6876 | 13.59 |
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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