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)

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	param	t-stat
$ω$	0.0039	15.56
$α$	0.0395	30.74
$β$	0.9549	726.15

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:8.90% (+0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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