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

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

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	param	t-stat
$ω$	-0.0102	-7.44
$α$	0.1006	25.83
$β$	0.9939	1,678.94
$γ$	0.0018	0.70

V-Lab

Bloomberg Multiverse Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:3.53% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg Multiverse Bond Index Total Return Value Unhedged USD Analyses