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)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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

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CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	1.1165	2.92
$α$	0.1716	9.95
$β$	0.8047	48.96
$γ_{1}$	-0.0542	-1.70
$γ_{2}$	0.0993	2.28
$γ_{3}$	-0.0805	-3.43
$γ_{4}$	0.0696	3.09
$γ_{5}$	-0.0515	-3.04

V-Lab

Bloomberg Global High-Yield Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:3.18% (+0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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