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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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	param	t-stat
$ω$	0.0529	18.86
$α$	0.0961	17.80
$β$	0.8417	132.20
$γ$	0.1265	3.87

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Optimal Blue 30-Year Fixed Rate FHA Mortgage Index AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.87% (+0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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