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
$ω$	1.2300	8.57
$α$	0.0399	6.94
$β$	0.9535	144.09
$γ_{1}$	0.0007	1.72

V-Lab

Bloomberg Multiverse Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.92% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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