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)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

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CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

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CBOE 1-Day Volatility Index

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	param	t-stat
$ω$	0.0166	11.80
$α$	0.0825	10.51
$β$	0.8969	180.89
$γ$	-0.0027	-0.22

V-Lab

Optimal Blue 30-Year Fixed Rate Conforming Mortgage Index GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:8.34% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Optimal Blue 30-Year Fixed Rate Conforming Mortgage Index Analyses