iTraxx/CBOE Europe Crossover 3-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:61.71% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0883 | 9.22 | |
| 0.1229 | 19.78 | |
| 0.7933 | 52.65 |
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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