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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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

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

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

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

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
$ω$	1.0433	2.88
$α$	0.1958	10.86
$β$	0.7803	47.05
$γ_{1}$	-0.0259	-0.87
$γ_{2}$	0.0329	0.78
$γ_{3}$	0.0026	0.14
$γ_{4}$	-0.0164	-1.95

V-Lab

ICE BofA BB US High Yield Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 22nd, 2026:2.53% (+0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA BB US High Yield Index Analyses