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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0007	7.73
$α$	0.0749	25.84
$β$	0.9251	392.33
$γ$	0.1684	8.30
$δ$	1.5897	26.47

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Bloomberg Asian Pacific Aggregate Bond Index Total Return Value Unhedged JPY APARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:6.17% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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