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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)

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CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

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	param	t-stat
$ω$	0.8657	15.31
$α$	0.0782	17.20
$β$	0.9570	341.90
$ν$	8.7931	2.46

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Optimal Blue 30-Year Fixed Rate FHA Mortgage Index GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.56% (+0.04%)

Date Range:

Parameter Estimates

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