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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0006	17.50
$α$	0.0337	17.34
$β$	0.9514	630.48
$γ$	0.0149	4.33

V-Lab

Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.25% (+0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg US Aggregate Bond Index Total Return Value Unhedged USD Analyses