ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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

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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

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CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$m$	41
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0069	3.30
$λ_{2}$	1.0000	56.33
$λ_{3}$	0.0000	0.00

V-Lab

ICE BofA BBB US Corporate Index MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 22nd, 2026:-0.00% (-8.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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