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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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{type} for {date}

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	param	t-stat
$m$	46
$α$	1.0000	9,999,900.00
$β$	0.0206	205,990.00
$γ$	-0.0412	-411,770.00
$λ_{1}$	0.0170	7.38
$λ_{2}$	0.9176	19.90
$λ_{3}$	0.0000	0.00

V-Lab

Bloomberg US Government/Credit Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:0.38% (-4.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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