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
$ω$	-0.0052	-5.42
$α$	0.0938	25.93
$β$	0.9942	1,578.12
$γ$	0.0079	2.91

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:5.41% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg Global Aggregate ex-USD Bond Index Total Return Value Unhedged USD Analyses