ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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)

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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CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	0.0002	11.76
$α$	0.0499	17.81
$β$	0.9456	512.82
$γ$	-0.0012	-0.26

V-Lab

Bloomberg US Credit Aa Total Return Index Value Unhedged USD GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:3.43% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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