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)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

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

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

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

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
$ω$	0.0523	18.08
$α$	0.1106	18.83
$β$	0.8485	121.35
$γ$	0.0756	2.81
$δ$	1.4915	17.64

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

Volatility Prediction for Friday, February 6th, 2026:14.91% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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