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CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0003	10.07
$α$	0.1049	30.00
$β$	0.8876	280.98

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

Volatility Prediction for Friday, February 20th, 2026:3.78% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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