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

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

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)

iTraxx/CBOE Europe Main 1-Month Volatility Index (BP Volatility)

iTraxx/CBOE Europe Main 3-Month Volatility Index (BP Volatility)

iTraxx/CBOE Europe Main 6-Month Volatility Index (BP Volatility)

iTraxx/CBOE Europe Crossover 1-Month Volatility Index (BP Volatility)

iTraxx/CBOE Europe Crossover 3-Month Volatility Index (BP Volatility)

iTraxx/CBOE Europe Crossover 6-Month Volatility Index (BP Volatility)

EURO STOXX 50 Volatility Index

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.6606	2.59
$α$	0.2013	10.40
$β$	0.7817	43.46
$γ_{1}$	0.2670	1.32
$γ_{2}$	-1.1290	-3.41
$γ_{3}$	2.1498	5.87
$γ_{4}$	-2.0256	-5.97
$γ_{5}$	0.8160	3.97
$γ_{6}$	0.0535	0.37
$γ_{7}$	-0.2775	-1.49
$γ_{8}$	0.2538	1.27
$γ_{9}$	-0.1029	-0.68
$γ_{10}$	-0.1803	-0.66

V-Lab

Bloomberg Pan Euro High-Yield Bond Index Total Return Value Unhedged EUR Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:1.55% (+0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg Pan Euro High-Yield Bond Index Total Return Value Unhedged EUR Analyses