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
$ω$	1.2240	8.22
$α$	0.0353	6.06
$β$	0.9589	132.97
$γ_{1}$	0.0007	1.57

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:5.83% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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