ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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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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CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	-0.0137	-9.07
$α$	0.1127	21.13
$β$	0.9924	1,492.26
$γ$	-0.0101	-3.62

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:3.30% (+0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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