ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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

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	param	t-stat
$ω$	1.4602	8.97
$α$	0.0502	8.17
$β$	0.9408	131.76
$γ_{1}$	0.0008	4.42

V-Lab

Bloomberg US Intermediate Credit Bond Index Total Return Value Unhedged USD Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:2.00% (+0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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