iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility) APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.71% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9801 | 6.33 | |
| 0.0926 | 8.69 | |
| 0.8270 | 70.37 | |
| -0.4488 | -7.80 | |
| 1.7816 | 15.45 |
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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