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
$ω$	-0.0265	-15.43
$α$	0.1036	23.65
$β$	0.9869	1,291.71
$γ$	-0.0163	-5.82

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Bloomberg US Credit Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:3.54% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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