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

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.2336	3.04
$α$	0.2431	11.10
$β$	0.7458	38.11
$γ_{1}$	0.1455	2.33
$γ_{2}$	-0.3530	-3.13
$γ_{3}$	0.4079	3.92
$γ_{4}$	-0.3356	-4.37
$γ_{5}$	0.2009	3.04
$γ_{6}$	-0.0690	-1.08
$γ_{7}$	-0.0039	-0.07
$γ_{8}$	0.0019	0.05

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:2.21% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA Single-B US High Yield Index Analyses