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)

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)

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	param	t-stat
$ω$	0.0005	8.73
$α$	0.0384	27.72
$β$	0.9583	754.58
$γ$	-0.0911	-6.36
$δ$	1.8620	28.08

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

Volatility Prediction for Friday, February 6th, 2026:3.07% (+0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg US Treasury Bond Index Total Return Value Unhedged USD Analyses