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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	1.1810	8.44
$α$	0.0394	7.47
$β$	0.9549	156.65
$γ_{1}$	0.0003	1.19

V-Lab

Bloomberg Global Treasury Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:3.50% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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