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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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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)

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	param	t-stat
$ω$	0.0006	13.98
$α$	0.0385	19.76
$β$	0.9512	581.44
$γ$	0.0115	2.88

V-Lab

Bloomberg Global Aggregate Credit Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:2.99% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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