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

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	1.2028	7.69
$α$	0.0631	6.16
$β$	0.9140	73.19
$γ_{1}$	-0.0006	-0.47

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Bloomberg US Credit Baa Total Return Index Value Unhedged USD Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.25% (+0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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