iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility) AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:55.36% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6783 | 23.08 | |
| 0.1419 | 28.27 | |
| 0.7462 | 77.45 | |
| -1.5963 | -9.78 |
Estimation Period:
Mar 5, 2012 to Feb 13, 2026
Mar 5, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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