iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility) GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:60.38% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5735 | 8.71 | |
| 0.1310 | 15.06 | |
| 0.7853 | 44.08 |
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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