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
$ω$	0.0003	14.95
$α$	0.0441	24.60
$β$	0.9449	566.13
$γ$	0.0144	3.88

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:2.20% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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