iTraxx/CBOE Europe Crossover 3-Month Volatility Index (BP Volatility) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.09% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9038 | 8.00 | |
| 0.1263 | 4.16 | |
| 0.7801 | 11.35 | |
| -0.0014 | -1.24 |
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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