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
$ω$	1.0978	3.24
$α$	0.2448	10.61
$β$	0.7402	35.68
$γ_{1}$	0.1506	2.56
$γ_{2}$	-0.3609	-3.37
$γ_{3}$	0.4146	4.15
$γ_{4}$	-0.3465	-4.72
$γ_{5}$	0.2224	3.51
$γ_{6}$	-0.1152	-1.84
$γ_{7}$	0.1060	1.56
$γ_{8}$	-0.2823	-2.59

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:1.78% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA Single-B US High Yield Index Analyses