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)

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	param	t-stat
$ω$	1.0202	6.88
$α$	0.0390	7.29
$β$	0.9520	154.59
$γ_{1}$	0.0055	2.90
$γ_{2}$	-0.0078	-3.26

V-Lab

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

Volatility Prediction for Friday, February 6th, 2026:9.33% (+0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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