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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0008	25.38
$α$	0.1106	24.58
$β$	0.8405	245.97
$γ$	0.0706	8.29

V-Lab

Bloomberg US Municipal Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:2.23% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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