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
$ω$	1.1008	3.47
$α$	0.2025	12.29
$β$	0.7748	49.12
$γ_{1}$	0.0953	1.64
$γ_{2}$	-0.2784	-3.16
$γ_{3}$	0.3836	6.13
$γ_{4}$	-0.3642	-6.67
$γ_{5}$	0.2717	4.64
$γ_{6}$	-0.1584	-2.58
$γ_{7}$	0.1208	1.77
$γ_{8}$	-0.2065	-2.07

V-Lab

ICE BofA CCC & Lower US High Yield Index Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.20% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ICE BofA CCC & Lower US High Yield Index Analyses