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)

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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
$ω$	0.0598	19.41
$α$	0.0917	8.28
$β$	0.8313	121.96
$γ$	0.0161	0.80

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

Volatility Prediction for Tuesday, February 10th, 2026:13.56% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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