DAX Volatility Index

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	param	t-stat
$ω$	16.1199	10.72
$α$	0.0965	13.24
$β$	0.8991	119.62
$ν$	4.3526	4.88

V-Lab

iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility) GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:54.23% (-4.41%)

Date Range:

Parameter Estimates

Other iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility) Analyses