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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0003	11.13
$α$	0.1130	29.95
$β$	0.8780	247.68
$γ$	0.0068	2.73

V-Lab

Bloomberg Japanese Aggregate Bond Index Total Return Value Unhedged JPY AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:4.12% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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