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

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	param	t-stat
$ω$	-0.0019	-4.74
$α$	0.0893	30.07
$β$	0.9936	2,027.76
$γ$	0.0137	4.73

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

Volatility Prediction for Friday, February 6th, 2026:8.91% (+0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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