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

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	param	t-stat
$ω$	0.0004	12.40
$α$	0.0430	17.52
$β$	0.9584	765.47
$γ$	-0.0127	-3.54

V-Lab

Bloomberg US Treasury Bond Index Total Return Value Unhedged USD GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:2.93% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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