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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	12.43
$α$	0.0367	19.20
$β$	0.9581	664.87
$γ$	0.0020	0.60

V-Lab

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

Volatility Prediction for Friday, January 23rd, 2026:3.09% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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