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

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	param	t-stat
$ω$	0.0352	14.45
$α$	0.1126	15.43
$β$	0.8689	219.14
$γ$	0.0145	1.12

V-Lab

Optimal Blue 15-Year Fixed Rate Conforming Mortgage Index GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.09% (+1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Optimal Blue 15-Year Fixed Rate Conforming Mortgage Index Analyses