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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	param	t-stat
$ω$	1.3507	5.52
$α$	0.1976	10.53
$β$	0.7654	40.80
$γ_{1}$	0.1193	2.18
$γ_{2}$	-0.2291	-2.05
$γ_{3}$	0.1945	1.70
$γ_{4}$	-0.1390	-1.59
$γ_{5}$	0.0848	1.31
$γ_{6}$	-0.0250	-0.44
$γ_{7}$	0.0429	0.67
$γ_{8}$	-0.2535	-2.67

V-Lab

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

Volatility Prediction for Wednesday, February 18th, 2026:1.31% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA BB US High Yield Index Analyses