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)

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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	param	t-stat
$ω$	0.0025	11.68
$α$	0.0425	23.38
$β$	0.9575	487.50
$γ$	-0.0570	-3.45
$δ$	1.4661	21.29

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Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD APARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:5.65% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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