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)

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	param	t-stat
$ω$	0.0057	5.97
$α$	0.0944	38.81
$β$	0.9982	3,168.81
$γ$	-0.0341	-14.46

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5Y US Treasury CMT 5 Year EGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:19.42% (+1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 5Y US Treasury CMT 5 Year Analyses