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

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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
$ω$	0.0031	14.39
$α$	0.0363	26.73
$β$	0.9576	786.87
$γ$	-0.0943	-6.08
$δ$	2.0786	30.58

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Bloomberg US Treasury 20+ Yr Bond Index Total Return Value Unhedged USD APARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:8.81% (+0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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